+7.4%
TT vs TROW
+4.9%
+2.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.2% | -3.2% | +2.0% | -0.8% |
| 30D | -7.3% | -4.6% | -2.7% | -6.7% |
| 3M | -3.6% | -0.7% | -3.0% | -4.2% |
| 6M | +2.8% | +22.2% | -19.4% | -2.0% |
| YTD | +14.5% | +6.6% | +7.9% | +9.3% |
| 1Y | +7.4% | +5.8% | +1.6% | +2.4% |
| All | +7.4% | +4.9% | +2.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling