-80.9%
TTD vs TROW
-38.8%
-42.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.5% |
| 7D | -4.6% | -1.5% | -3.1% | -3.1% |
| 30D | +3.7% | -5.3% | +9.0% | +9.4% |
| 3M | -30.2% | +2.9% | -33.2% | -32.8% |
| 6M | -51.4% | +22.2% | -73.6% | -60.9% |
| YTD | -63.4% | +8.1% | -71.5% | -66.9% |
| 1Y | -73.5% | +5.8% | -79.3% | -75.6% |
| 3Y | -83.5% | +14.0% | -97.5% | -86.7% |
| All | -80.9% | -38.8% | -42.2% | -65.6% |
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