+159.7%
TRV vs TROW
-39.3%
+199.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +1.9% | -3.2% | +5.1% | +2.5% |
| 30D | +1.7% | -4.6% | +6.3% | +2.6% |
| 3M | +23.9% | -0.7% | +24.5% | +23.8% |
| 6M | +26.3% | +22.2% | +4.1% | +21.2% |
| YTD | +30.8% | +6.6% | +24.2% | +28.6% |
| 1Y | +36.3% | +5.8% | +30.5% | +34.1% |
| 3Y | +145.0% | +11.6% | +133.4% | +136.2% |
| All | +159.7% | -39.3% | +199.0% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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