+65.5%
A vs TROW
+37.3%
+28.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -0.5% | +0.5% | -0.9% | -0.7% |
| 30D | 0.0% | +9.3% | -9.4% | -4.2% |
| 3M | +16.7% | -0.9% | +17.6% | +17.0% |
| 6M | +54.8% | +8.3% | +46.5% | +46.9% |
| YTD | +28.8% | +10.6% | +18.2% | +20.2% |
| 1Y | +19.3% | +10.5% | +8.8% | +11.2% |
| 3Y | +65.5% | +36.5% | +29.0% | +39.4% |
| All | +65.5% | +37.3% | +28.2% | +39.4% |
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