-33.0%
TSLL vs TROW
+9.7%
-42.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.3% |
| 7D | +17.8% | +0.5% | +17.4% | +17.3% |
| 30D | +8.2% | +9.3% | -1.1% | -0.2% |
| 3M | +20.9% | -0.9% | +21.8% | +23.2% |
| 6M | -37.5% | +8.3% | -45.8% | -41.6% |
| YTD | -44.5% | +10.6% | -55.1% | -50.3% |
| 1Y | -33.0% | +10.5% | -43.5% | -39.8% |
| All | -33.0% | +9.7% | -42.7% | -39.8% |
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