+8.4%
TSEM vs TROW
+6,221.9%
-6,213.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.9% |
| 7D | +4.7% | -1.5% | +6.2% | +5.2% |
| 30D | -14.2% | -5.3% | -8.9% | -12.7% |
| 3M | -5.0% | +2.9% | -8.0% | -6.6% |
| 6M | +87.6% | +22.2% | +65.4% | +73.9% |
| YTD | +84.4% | +8.1% | +76.4% | +78.2% |
| 1Y | +235.4% | +5.8% | +229.6% | +226.4% |
| 3Y | +668.0% | +14.0% | +654.0% | +627.1% |
| 5Y | +644.7% | -38.3% | +683.0% | +740.3% |
| 10Y | +1,326.7% | +131.7% | +1,195.0% | +936.9% |
| All | +8.4% | +6,221.9% | -6,213.5% | -67.6% |
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 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