+48.1%
TSLA vs TROW
-38.9%
+87.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -3.4% | -3.0% | -0.4% | -1.0% |
| 30D | +9.2% | -5.5% | +14.7% | +14.3% |
| 3M | -4.7% | +2.3% | -7.0% | -6.8% |
| 6M | -8.9% | +23.9% | -32.9% | -24.0% |
| YTD | -19.2% | +7.9% | -27.1% | -25.1% |
| 1Y | +4.5% | +6.1% | -1.6% | -2.1% |
| 3Y | +46.3% | +13.8% | +32.5% | +28.3% |
| 5Y | +48.1% | -38.2% | +86.3% | +85.0% |
| All | +48.1% | -38.9% | +87.0% | +85.0% |
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