+198.7%
B vs TROW
+14.8%
+183.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +1.4% | -4.0% | +5.4% | +2.6% |
| 3M | +12.2% | +5.0% | +7.2% | +10.6% |
| 6M | -2.1% | +24.3% | -26.4% | -7.6% |
| YTD | +2.9% | +9.8% | -6.8% | -0.1% |
| 1Y | +55.3% | +6.4% | +48.9% | +51.7% |
| 3Y | +198.7% | +15.8% | +182.9% | +174.3% |
| All | +198.7% | +14.8% | +183.9% | +174.3% |
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 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