+47,655.7%
TSCO vs TROW
+5,845.6%
+41,810.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | -4.4% | -5.5% | +1.1% | -2.8% |
| 3M | +9.7% | +2.3% | +7.4% | +8.7% |
| 6M | -32.4% | +23.9% | -56.3% | -36.8% |
| YTD | -31.7% | +7.9% | -39.6% | -33.7% |
| 1Y | -41.3% | +6.1% | -47.4% | -42.8% |
| 3Y | -18.3% | +13.8% | -32.1% | -22.9% |
| 5Y | -10.3% | -38.2% | +28.0% | -1.4% |
| 10Y | +188.5% | +131.3% | +57.2% | +112.2% |
| All | +47,655.7% | +5,845.6% | +41,810.2% | +28,061.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling