+1,282.5%
TSEM vs TROW
+130.0%
+1,152.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.2% |
| 7D | -4.9% | -3.2% | -1.7% | -3.3% |
| 30D | -18.7% | -4.6% | -14.1% | -16.9% |
| 3M | -18.1% | -0.7% | -17.5% | -18.8% |
| 6M | +77.1% | +22.2% | +54.9% | +58.3% |
| YTD | +80.1% | +6.6% | +73.5% | +72.0% |
| 1Y | +220.4% | +5.8% | +214.6% | +206.8% |
| 3Y | +650.1% | +11.6% | +638.5% | +591.6% |
| 5Y | +628.9% | -38.9% | +667.8% | +793.1% |
| All | +1,282.5% | +130.0% | +1,152.4% | +857.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling