+371.6%
ALL vs TROW
+122.3%
+249.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +5.0% | +0.5% | +4.6% | +4.8% |
| 30D | +13.3% | +9.3% | +4.0% | +9.6% |
| 3M | +3.2% | -0.9% | +4.1% | +3.3% |
| 6M | +25.3% | +8.3% | +17.0% | +20.9% |
| YTD | +30.5% | +10.6% | +19.8% | +24.1% |
| 1Y | +29.2% | +10.5% | +18.7% | +22.9% |
| 3Y | +119.1% | +36.5% | +82.6% | +86.1% |
| 5Y | +162.6% | -37.1% | +199.7% | +203.1% |
| All | +371.6% | +122.3% | +249.4% | +224.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling