-46.5%
COMP vs TROW
-17.3%
-29.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +3.1% |
| 7D | +14.5% | +4.7% | +9.8% | +9.0% |
| 30D | +14.9% | +5.4% | +9.5% | +8.8% |
| 3M | -14.2% | -1.6% | -12.6% | -12.3% |
| 6M | +23.7% | +7.8% | +15.9% | +13.1% |
| YTD | +2.1% | +12.6% | -10.5% | -11.1% |
| 1Y | +26.2% | +13.6% | +12.6% | +8.4% |
| 3Y | +470.9% | +36.6% | +434.3% | +272.1% |
| 5Y | -14.0% | -36.7% | +22.7% | +3.8% |
| All | -46.5% | -17.3% | -29.1% | -32.8% |
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