-17.2%
TTWO vs TROW
+17.3%
-34.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.0% | +1.2% | +4.7% |
| 7D | +7.0% | +8.2% | -1.3% | +3.8% |
| 30D | +2.7% | +8.3% | -5.6% | -0.4% |
| 3M | -13.0% | -1.6% | -11.5% | -12.8% |
| 6M | -7.2% | +11.9% | -19.1% | -11.5% |
| YTD | -18.4% | +14.3% | -32.7% | -24.4% |
| 1Y | -17.2% | +17.0% | -34.2% | -23.5% |
| All | -17.2% | +17.3% | -34.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling