-46.0%
TSLL vs TROW
+17.3%
-63.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.3% | -11.4% |
| 7D | -9.4% | +8.2% | -17.7% | -16.2% |
| 30D | +1.6% | +8.3% | -6.7% | -6.1% |
| 3M | +29.4% | -1.6% | +31.0% | +32.1% |
| 6M | -20.1% | +11.9% | -32.0% | -28.6% |
| YTD | -44.5% | +14.3% | -58.8% | -52.8% |
| 1Y | -46.0% | +17.0% | -63.0% | -54.4% |
| All | -46.0% | +17.3% | -63.3% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling