+365.8%
TTD vs TROW
+136.0%
+229.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +1.6% | -4.0% | +5.6% | +5.2% |
| 3M | -27.8% | +5.0% | -32.9% | -31.1% |
| 6M | -52.1% | +24.3% | -76.4% | -60.5% |
| YTD | -63.1% | +9.8% | -72.8% | -66.4% |
| 1Y | -73.1% | +6.4% | -79.5% | -74.9% |
| 3Y | -83.3% | +15.8% | -99.1% | -85.8% |
| 5Y | -80.6% | -37.3% | -43.3% | -72.9% |
| All | +365.8% | +136.0% | +229.8% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling