+376.4%
TTD vs TROW
+129.3%
+247.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.6% |
| 7D | -0.6% | -3.2% | +2.6% | +2.1% |
| 30D | +6.3% | -4.6% | +10.9% | +10.6% |
| 3M | -24.1% | -0.7% | -23.5% | -24.1% |
| 6M | -47.4% | +22.2% | -69.6% | -56.1% |
| YTD | -62.2% | +6.6% | -68.9% | -64.8% |
| 1Y | -68.3% | +5.8% | -74.1% | -70.4% |
| 3Y | -83.4% | +11.6% | -95.0% | -85.5% |
| 5Y | -80.3% | -38.9% | -41.4% | -71.9% |
| All | +376.4% | +129.3% | +247.2% | +184.8% |
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