-51.9%
TSLL vs TROW
+4.3%
-56.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.2% | +8.3% |
| 7D | +5.8% | +0.4% | +5.4% | +5.5% |
| 30D | +21.7% | -4.0% | +25.7% | +29.1% |
| 3M | -28.2% | +5.0% | -33.2% | -32.7% |
| 6M | -29.5% | +24.3% | -53.8% | -47.3% |
| YTD | -47.5% | +9.8% | -57.3% | -54.1% |
| 1Y | -20.8% | +6.4% | -27.2% | -27.8% |
| 3Y | -26.7% | +15.8% | -42.5% | -35.0% |
| All | -51.9% | +4.3% | -56.2% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling