-44.8%
COMP vs TROW
-19.1%
-25.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.7% |
| 7D | +1.4% | -1.3% | +2.7% | +3.0% |
| 30D | -13.3% | -4.5% | -8.8% | -8.5% |
| 3M | +41.1% | +3.9% | +37.2% | +34.1% |
| 6M | +17.2% | +22.6% | -5.4% | -7.0% |
| YTD | +5.2% | +10.1% | -4.9% | -6.4% |
| 1Y | +18.9% | +3.6% | +15.3% | +12.8% |
| 3Y | +215.9% | +12.4% | +203.5% | +163.9% |
| 5Y | -31.2% | -37.5% | +6.3% | -15.6% |
| All | -44.8% | -19.1% | -25.7% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling