+803.7%
B vs TROW
+14,446.5%
-13,642.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +9.4% | -4.5% | +14.0% | +9.9% |
| 3M | +5.0% | +3.9% | +1.1% | +4.6% |
| 6M | -3.5% | +22.6% | -26.1% | -5.2% |
| YTD | +4.5% | +10.1% | -5.7% | +3.5% |
| 1Y | +67.8% | +3.6% | +64.2% | +67.1% |
| 3Y | +196.7% | +12.4% | +184.3% | +192.4% |
| 5Y | +151.9% | -37.5% | +189.4% | +157.1% |
| 10Y | +202.2% | +130.0% | +72.2% | +176.9% |
| All | +803.7% | +14,446.5% | -13,642.8% | +676.4% |
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 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