+15.7%
BABA vs TROW
+136.0%
-120.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +2.4% | +4.4% | -2.0% | +0.3% |
| 30D | -7.8% | +5.5% | -13.2% | -10.1% |
| 3M | -22.4% | -1.3% | -21.1% | -22.1% |
| 6M | -26.0% | +7.9% | -33.9% | -29.1% |
| YTD | -29.3% | +12.6% | -41.9% | -33.7% |
| 1Y | -37.5% | +13.3% | -50.8% | -41.7% |
| 3Y | +31.9% | +38.6% | -6.7% | +9.1% |
| 5Y | -33.4% | -34.7% | +1.3% | -25.3% |
| 10Y | +15.7% | +129.9% | -114.2% | -11.4% |
| All | +15.7% | +136.0% | -120.3% | -11.4% |
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 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