+1,779.8%
TSM vs TROW
+130.0%
+1,649.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +1.0% | -3.2% | +4.2% | +2.6% |
| 30D | +1.0% | -4.6% | +5.6% | +3.2% |
| 3M | +2.9% | -0.7% | +3.5% | +2.6% |
| 6M | +22.8% | +22.2% | +0.6% | +10.6% |
| YTD | +43.3% | +6.6% | +36.7% | +37.6% |
| 1Y | +69.2% | +5.8% | +63.4% | +62.8% |
| 3Y | +404.5% | +11.6% | +392.9% | +365.6% |
| 5Y | +282.2% | -38.9% | +321.1% | +351.8% |
| All | +1,779.8% | +130.0% | +1,649.7% | +1,448.3% |
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