-49.3%
COMP vs TROW
-18.7%
-30.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | +16.6% | +9.3% | +7.2% | +5.8% |
| 3M | -23.5% | -0.9% | -22.6% | -22.4% |
| 6M | +25.7% | +8.3% | +17.4% | +14.2% |
| YTD | -3.4% | +10.6% | -14.0% | -14.2% |
| 1Y | +7.6% | +10.5% | -3.0% | -4.7% |
| 3Y | +423.6% | +36.5% | +387.1% | +240.9% |
| 5Y | -10.6% | -37.1% | +26.5% | +9.8% |
| All | -49.3% | -18.7% | -30.6% | -35.1% |
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