+14.9%
TROW vs TSLQ
-97.2%
+112.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.3% |
| 7D | -3.2% | -6.6% | +3.4% | -3.9% |
| 30D | -4.6% | -24.3% | +19.7% | -7.1% |
| 3M | -0.7% | -3.6% | +3.0% | +0.7% |
| 6M | +22.2% | -12.0% | +34.2% | +24.0% |
| YTD | +6.6% | +1.4% | +5.3% | +10.7% |
| 1Y | +5.8% | -43.6% | +49.4% | +4.1% |
| 3Y | +11.6% | -95.4% | +107.0% | -3.2% |
| All | +14.9% | -97.2% | +112.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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