-6.8%
TSN vs TROW
+130.0%
-136.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +3.0% | -3.2% | +6.2% | +4.0% |
| 30D | -4.2% | -4.6% | +0.4% | -3.0% |
| 3M | -3.9% | -0.7% | -3.2% | -3.9% |
| 6M | -9.8% | +22.2% | -32.0% | -15.0% |
| YTD | -7.3% | +6.6% | -13.9% | -9.5% |
| 1Y | -2.2% | +5.8% | -8.0% | -4.5% |
| 3Y | +11.9% | +11.6% | +0.3% | +5.5% |
| 5Y | -16.9% | -38.9% | +22.0% | -8.3% |
| All | -6.8% | +130.0% | -136.9% | -25.5% |
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