+14,355.3%
TYL vs TROW
+14,443.7%
-88.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +6.7% | +4.3% | +2.3% | +5.3% |
| 30D | +26.5% | +4.2% | +22.4% | +25.0% |
| 3M | +37.3% | -3.4% | +40.7% | +38.5% |
| 6M | +31.2% | +4.7% | +26.5% | +29.2% |
| YTD | -7.4% | +10.1% | -17.5% | -10.3% |
| 1Y | -9.6% | +11.7% | -21.3% | -12.8% |
| 3Y | +1.9% | +32.5% | -30.6% | -8.0% |
| 5Y | -21.1% | -38.5% | +17.4% | -12.1% |
| 10Y | +171.8% | +148.0% | +23.7% | +102.8% |
| All | +14,355.3% | +14,443.7% | -88.3% | +4,783.5% |
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