+40.6%
TROW vs TW
+211.2%
-170.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -5.3% | -0.6% | -4.7% | -5.2% |
| 3M | +2.9% | +3.4% | -0.5% | +1.0% |
| 6M | +22.2% | -18.4% | +40.7% | +29.4% |
| YTD | +8.1% | -3.9% | +12.0% | +7.5% |
| 1Y | +5.8% | -13.3% | +19.1% | +9.0% |
| 3Y | +14.0% | +20.8% | -6.8% | -0.2% |
| 5Y | -38.3% | +20.3% | -58.5% | -47.4% |
| All | +40.6% | +211.2% | -170.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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