+911.5%
TT vs TROW
+132.8%
+778.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.0% | -3.0% | +2.0% | +0.4% |
| 30D | -8.9% | -5.5% | -3.5% | -6.5% |
| 3M | -1.8% | +2.3% | -4.1% | -3.6% |
| 6M | +1.9% | +23.9% | -22.0% | -8.8% |
| YTD | +13.8% | +7.9% | +5.9% | +8.1% |
| 1Y | +6.1% | +6.1% | 0.0% | +1.4% |
| 3Y | +119.6% | +13.8% | +105.8% | +97.8% |
| 5Y | +145.9% | -38.2% | +184.1% | +191.1% |
| All | +911.5% | +132.8% | +778.7% | +551.3% |
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