+650.1%
TSEM vs TROW
+11.3%
+638.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.3% |
| 7D | -4.9% | -3.2% | -1.7% | -3.1% |
| 30D | -18.7% | -4.6% | -14.1% | -16.7% |
| 3M | -18.1% | -0.7% | -17.5% | -19.4% |
| 6M | +77.1% | +22.2% | +54.9% | +52.7% |
| YTD | +80.1% | +6.6% | +73.5% | +68.3% |
| 1Y | +220.4% | +5.8% | +214.6% | +200.2% |
| 3Y | +650.1% | +11.6% | +638.5% | +537.5% |
| All | +650.1% | +11.3% | +638.7% | +537.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling