+14,393.1%
TYL vs TROW
+14,777.7%
-384.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.3% | +4.4% | -0.1% | +3.0% |
| 30D | +28.0% | +5.5% | +22.5% | +25.9% |
| 3M | +32.3% | -1.3% | +33.6% | +32.7% |
| 6M | +29.9% | +7.9% | +22.0% | +26.9% |
| YTD | -7.1% | +12.6% | -19.8% | -10.7% |
| 1Y | -9.2% | +13.3% | -22.6% | -12.9% |
| 3Y | +0.7% | +38.6% | -37.9% | -10.2% |
| 5Y | -21.1% | -34.7% | +13.7% | -13.5% |
| 10Y | +180.8% | +129.9% | +50.9% | +113.8% |
| All | +14,393.1% | +14,777.7% | -384.6% | +4,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling