-11.3%
TYL vs TROW
+14.8%
-26.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.4% |
| 7D | -7.6% | +0.4% | -8.0% | -7.7% |
| 30D | +11.3% | -4.0% | +15.4% | +12.7% |
| 3M | +14.5% | +5.0% | +9.5% | +13.0% |
| 6M | -7.1% | +24.3% | -31.5% | -13.2% |
| YTD | -23.4% | +9.8% | -33.1% | -25.6% |
| 1Y | -38.6% | +6.4% | -45.0% | -39.9% |
| 3Y | -11.3% | +15.8% | -27.1% | -20.2% |
| All | -11.3% | +14.8% | -26.1% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling