-24.8%
TYL vs TROW
-37.5%
+12.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | +18.7% | -4.5% | +23.3% | +21.4% |
| 3M | +18.1% | +3.9% | +14.3% | +15.8% |
| 6M | -1.1% | +22.6% | -23.7% | -10.9% |
| YTD | -19.8% | +10.1% | -29.9% | -24.0% |
| 1Y | -34.3% | +3.6% | -37.9% | -36.0% |
| 3Y | -8.2% | +12.4% | -20.6% | -17.5% |
| All | -24.8% | -37.5% | +12.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling