-52.1%
TSLL vs TROW
+6.9%
-59.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +8.0% |
| 7D | -14.3% | +4.7% | -19.0% | -19.2% |
| 30D | -6.2% | +5.4% | -11.5% | -12.6% |
| 3M | +21.2% | -1.6% | +22.8% | +23.9% |
| 6M | -36.6% | +7.8% | -44.4% | -42.8% |
| YTD | -47.8% | +12.6% | -60.3% | -56.0% |
| 1Y | -45.2% | +13.6% | -58.9% | -54.6% |
| 3Y | -3.3% | +36.6% | -39.8% | -28.2% |
| All | -52.1% | +6.9% | -59.0% | -54.5% |
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