+12,412.3%
TYL vs TROW
+14,446.5%
-2,034.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | +18.7% | -4.5% | +23.3% | +20.3% |
| 3M | +18.1% | +3.9% | +14.3% | +16.8% |
| 6M | -1.1% | +22.6% | -23.7% | -7.0% |
| YTD | -19.8% | +10.1% | -29.9% | -22.3% |
| 1Y | -34.3% | +3.6% | -37.9% | -35.3% |
| 3Y | -8.2% | +12.4% | -20.6% | -13.0% |
| 5Y | -25.4% | -37.5% | +12.1% | -17.3% |
| 10Y | +115.6% | +130.0% | -14.4% | +64.2% |
| All | +12,412.3% | +14,446.5% | -2,034.2% | +4,130.9% |
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