+404.5%
TSM vs TROW
+11.3%
+393.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +1.0% | -3.2% | +4.2% | +2.8% |
| 30D | +1.0% | -4.6% | +5.6% | +3.5% |
| 3M | +2.9% | -0.7% | +3.5% | +2.4% |
| 6M | +22.8% | +22.2% | +0.6% | +8.6% |
| YTD | +43.3% | +6.6% | +36.7% | +36.2% |
| 1Y | +69.2% | +5.8% | +63.4% | +61.2% |
| 3Y | +404.5% | +11.6% | +392.9% | +357.4% |
| All | +404.5% | +11.3% | +393.2% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling