+420.9%
TTD vs TROW
+137.9%
+283.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +21.3% | +0.5% | +20.8% | +21.1% |
| 30D | +28.7% | +9.3% | +19.4% | +19.8% |
| 3M | +7.7% | -0.9% | +8.6% | +8.6% |
| 6M | -23.5% | +8.3% | -31.8% | -28.8% |
| YTD | -58.7% | +10.6% | -69.3% | -62.6% |
| 1Y | -63.4% | +10.5% | -74.0% | -66.9% |
| 3Y | -75.3% | +36.5% | -111.8% | -81.9% |
| 5Y | -84.4% | -37.1% | -47.3% | -78.3% |
| 10Y | +516.1% | +125.2% | +390.9% | +251.3% |
| All | +420.9% | +137.9% | +283.1% | +202.2% |
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 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