+124.8%
TROW vs TRMB
+121.9%
+3.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -3.2% | -3.0% | -0.1% | -1.7% |
| 30D | -4.6% | +2.3% | -6.9% | -5.9% |
| 3M | -0.7% | +15.3% | -16.0% | -7.9% |
| 6M | +22.2% | -14.7% | +36.9% | +30.6% |
| YTD | +6.6% | -26.4% | +33.0% | +22.4% |
| 1Y | +5.8% | -30.4% | +36.2% | +24.5% |
| 3Y | +11.6% | +13.5% | -1.9% | +0.4% |
| 5Y | -38.9% | -38.6% | -0.3% | -27.9% |
| All | +124.8% | +121.9% | +3.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling