+187.5%
TYL vs TROW
+120.8%
+66.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +22.1% | +6.7% | +15.4% | +18.6% |
| 3M | +33.4% | -1.7% | +35.0% | +34.0% |
| 6M | +36.8% | +7.8% | +29.0% | +32.0% |
| YTD | -6.7% | +9.9% | -16.6% | -11.1% |
| 1Y | -9.2% | +8.7% | -17.9% | -13.2% |
| 3Y | +1.2% | +35.2% | -34.1% | -15.0% |
| 5Y | -23.0% | -37.5% | +14.5% | -12.6% |
| All | +187.5% | +120.8% | +66.7% | +111.7% |
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 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