-20.8%
TSLL vs TROW
+6.5%
-27.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.2% | +8.2% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | +21.7% | -4.0% | +25.7% | +27.5% |
| 3M | -28.2% | +5.0% | -33.2% | -31.9% |
| 6M | -29.5% | +24.3% | -53.8% | -43.3% |
| YTD | -47.5% | +9.8% | -57.3% | -53.4% |
| 1Y | -20.8% | +6.4% | -27.2% | -27.2% |
| All | -20.8% | +6.5% | -27.2% | -27.2% |
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