-38.2%
TROW vs TRMB
-39.6%
+1.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -3.0% | -5.4% | +2.4% | +0.2% |
| 30D | -5.5% | -2.0% | -3.5% | -4.6% |
| 3M | +2.3% | +12.3% | -10.1% | -5.1% |
| 6M | +23.9% | -17.6% | +41.5% | +36.9% |
| YTD | +7.9% | -27.5% | +35.3% | +28.3% |
| 1Y | +6.1% | -29.1% | +35.2% | +27.2% |
| 3Y | +13.8% | +11.5% | +2.3% | -1.3% |
| 5Y | -38.2% | -39.5% | +1.3% | -19.9% |
| All | -38.2% | -39.6% | +1.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling