-46.7%
COMP vs TROW
-19.4%
-27.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.9% |
| 7D | +4.1% | +0.4% | +3.7% | +3.6% |
| 30D | -14.5% | -4.0% | -10.5% | -10.3% |
| 3M | +41.8% | +5.0% | +36.8% | +33.1% |
| 6M | +23.6% | +24.3% | -0.8% | -3.6% |
| YTD | +1.7% | +9.8% | -8.1% | -9.2% |
| 1Y | +12.6% | +6.4% | +6.1% | +3.7% |
| 3Y | +221.9% | +15.8% | +206.1% | +158.5% |
| 5Y | -28.1% | -37.3% | +9.1% | -11.6% |
| All | -46.7% | -19.4% | -27.3% | -31.3% |
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