+148.2%
TT vs TROW
-38.1%
+186.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +1.4% | -1.5% | +2.9% | +2.0% |
| 30D | -6.7% | -5.3% | -1.4% | -4.6% |
| 3M | -5.4% | +2.9% | -8.4% | -7.2% |
| 6M | +4.4% | +22.2% | -17.8% | -5.0% |
| YTD | +14.9% | +8.1% | +6.8% | +9.6% |
| 1Y | +9.3% | +5.8% | +3.4% | +4.9% |
| 3Y | +121.7% | +14.0% | +107.7% | +101.2% |
| 5Y | +148.2% | -38.3% | +186.4% | +171.3% |
| All | +148.2% | -38.1% | +186.2% | +171.3% |
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 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