+180.8%
TYL vs TROW
+136.0%
+44.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.3% | +4.4% | -0.1% | +2.4% |
| 30D | +28.0% | +5.5% | +22.5% | +24.9% |
| 3M | +32.3% | -1.3% | +33.6% | +32.8% |
| 6M | +29.9% | +7.9% | +22.0% | +25.4% |
| YTD | -7.1% | +12.6% | -19.8% | -12.4% |
| 1Y | -9.2% | +13.3% | -22.6% | -14.7% |
| 3Y | +0.7% | +38.6% | -37.9% | -16.1% |
| 5Y | -21.1% | -34.7% | +13.7% | -12.0% |
| 10Y | +180.8% | +129.9% | +50.9% | +112.2% |
| All | +180.8% | +136.0% | +44.8% | +112.2% |
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 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