+104.0%
TYL vs TROW
+128.2%
-24.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.8% |
| 7D | -8.6% | -1.5% | -7.1% | -8.0% |
| 30D | +7.5% | -5.3% | +12.8% | +10.0% |
| 3M | +10.9% | +2.9% | +8.0% | +9.5% |
| 6M | -6.7% | +22.2% | -28.9% | -14.7% |
| YTD | -24.5% | +8.1% | -32.6% | -27.4% |
| 1Y | -38.6% | +5.8% | -44.4% | -40.6% |
| 3Y | -12.6% | +14.0% | -26.6% | -20.4% |
| 5Y | -28.2% | -38.3% | +10.0% | -18.1% |
| 10Y | +104.0% | +131.7% | -27.7% | +49.7% |
| All | +104.0% | +128.2% | -24.2% | +49.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling