+460.7%
A vs TROW
+1,091.7%
-631.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +0.6% | -4.0% | +4.6% | +2.7% |
| 3M | +10.9% | +5.0% | +5.9% | +7.5% |
| 6M | +28.2% | +24.3% | +3.8% | +13.8% |
| YTD | +8.6% | +9.8% | -1.2% | +2.3% |
| 1Y | +15.5% | +6.4% | +9.1% | +10.2% |
| 3Y | +31.8% | +15.8% | +16.0% | +18.8% |
| 5Y | -14.9% | -37.3% | +22.4% | +1.1% |
| 10Y | +237.8% | +130.6% | +107.2% | +94.8% |
| All | +460.7% | +1,091.7% | -631.0% | +13.5% |
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