+22.8%
COMP vs TROW
+12.9%
+9.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +3.2% |
| 7D | +14.5% | +4.7% | +9.8% | +9.5% |
| 30D | +14.9% | +5.4% | +9.5% | +9.1% |
| 3M | -14.2% | -1.6% | -12.6% | -12.7% |
| 6M | +23.7% | +7.8% | +15.9% | +12.3% |
| YTD | +2.1% | +12.6% | -10.5% | -17.7% |
| All | +22.8% | +12.9% | +9.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling