+277.6%
TSM vs TROW
-38.9%
+316.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.6% | -3.0% | +5.6% | +4.3% |
| 30D | +1.4% | -5.5% | +6.9% | +4.4% |
| 3M | +5.0% | +2.3% | +2.7% | +3.0% |
| 6M | +24.0% | +23.9% | 0.0% | +9.7% |
| YTD | +41.6% | +7.9% | +33.7% | +34.5% |
| 1Y | +66.2% | +6.1% | +60.0% | +59.0% |
| 3Y | +398.2% | +13.8% | +384.4% | +348.7% |
| 5Y | +277.6% | -38.2% | +315.8% | +338.1% |
| All | +277.6% | -38.9% | +316.5% | +338.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling