-26.2%
TROW vs TPG
+74.1%
-100.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | -3.2% | -9.4% | +6.2% | +1.4% |
| 30D | -4.6% | -5.3% | +0.7% | -2.6% |
| 3M | -0.7% | +12.9% | -13.6% | -7.4% |
| 6M | +22.2% | +20.1% | +2.1% | +9.4% |
| YTD | +6.6% | -22.5% | +29.1% | +18.4% |
| 1Y | +5.8% | -19.7% | +25.5% | +14.5% |
| 3Y | +11.6% | +81.2% | -69.6% | -27.4% |
| All | -26.2% | +74.1% | -100.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling