+621.7%
TSEM vs TROW
-39.3%
+661.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.1% |
| 7D | -4.9% | -3.2% | -1.7% | -3.6% |
| 30D | -18.7% | -4.6% | -14.1% | -17.2% |
| 3M | -18.1% | -0.7% | -17.5% | -18.8% |
| 6M | +77.1% | +22.2% | +54.9% | +60.6% |
| YTD | +80.1% | +6.6% | +73.5% | +72.8% |
| 1Y | +220.4% | +5.8% | +214.6% | +208.1% |
| 3Y | +650.1% | +11.6% | +638.5% | +596.2% |
| All | +621.7% | -39.3% | +661.0% | +852.8% |
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