+13,634.3%
TSM vs TROW
+1,272.8%
+12,361.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | +2.7% | -1.3% | +4.0% | +3.4% |
| 30D | +3.6% | -4.5% | +8.1% | +5.9% |
| 3M | -3.4% | +3.9% | -7.2% | -5.7% |
| 6M | +20.6% | +22.6% | -2.0% | +8.4% |
| YTD | +41.9% | +10.1% | +31.7% | +34.1% |
| 1Y | +84.4% | +3.6% | +80.8% | +79.2% |
| 3Y | +380.2% | +12.4% | +367.8% | +342.7% |
| 5Y | +275.3% | -37.5% | +312.8% | +349.1% |
| 10Y | +1,751.4% | +130.0% | +1,621.4% | +989.3% |
| All | +13,634.3% | +1,272.8% | +12,361.5% | +2,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling