+32.9%
A vs TROW
+11.3%
+21.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +3.2% |
| 7D | -2.6% | -3.2% | +0.6% | -1.1% |
| 30D | -0.9% | -4.6% | +3.7% | +1.4% |
| 3M | +13.6% | -0.7% | +14.3% | +13.1% |
| 6M | +27.8% | +22.2% | +5.6% | +13.8% |
| YTD | +8.6% | +6.6% | +2.0% | +3.5% |
| 1Y | +16.9% | +5.8% | +11.0% | +11.4% |
| 3Y | +32.9% | +11.6% | +21.3% | +18.7% |
| All | +32.9% | +11.3% | +21.6% | +18.7% |
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