+16.3%
TROW vs TSLQ
-97.2%
+113.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | +0.1% |
| 7D | -3.0% | +5.7% | -8.7% | -2.3% |
| 30D | -5.5% | -21.1% | +15.6% | -7.5% |
| 3M | +2.3% | -11.5% | +13.8% | +2.7% |
| 6M | +23.9% | -14.9% | +38.8% | +25.3% |
| YTD | +7.9% | +2.4% | +5.5% | +12.2% |
| 1Y | +6.1% | -49.8% | +55.9% | +2.9% |
| 3Y | +13.8% | -95.8% | +109.6% | -3.7% |
| All | +16.3% | -97.2% | +113.5% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling