-83.9%
TTD vs TROW
+12.7%
-96.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -7.4% | -3.0% | -4.4% | -5.2% |
| 30D | +3.0% | -5.5% | +8.5% | +7.5% |
| 3M | -27.6% | +2.3% | -29.8% | -29.3% |
| 6M | -49.5% | +23.9% | -73.4% | -57.7% |
| YTD | -63.2% | +7.9% | -71.1% | -65.7% |
| 1Y | -69.7% | +6.1% | -75.9% | -71.5% |
| All | -83.9% | +12.7% | -96.5% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling