-48.9%
TSLL vs TROW
+12.9%
-61.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +8.7% |
| 7D | -14.3% | +4.7% | -19.0% | -17.3% |
| 30D | -6.2% | +5.4% | -11.5% | -10.1% |
| 3M | +21.2% | -1.6% | +22.8% | +24.6% |
| 6M | -36.6% | +7.8% | -44.4% | -40.5% |
| YTD | -47.8% | +12.6% | -60.3% | -54.3% |
| All | -48.9% | +12.9% | -61.8% | -55.6% |
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 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