+1,124.0%
TTMI vs TROW
+130.0%
+994.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +4.0% |
| 7D | +0.7% | -3.2% | +3.8% | +2.6% |
| 30D | -8.4% | -4.6% | -3.8% | -6.0% |
| 3M | -32.5% | -0.7% | -31.8% | -33.1% |
| 6M | +32.5% | +22.2% | +10.3% | +16.4% |
| YTD | +83.2% | +6.6% | +76.6% | +73.8% |
| 1Y | +161.7% | +5.8% | +155.8% | +148.9% |
| 3Y | +890.1% | +11.6% | +878.5% | +809.2% |
| 5Y | +832.4% | -38.9% | +871.4% | +1,040.9% |
| All | +1,124.0% | +130.0% | +994.0% | +754.5% |
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