-49.3%
COMP vs TROW
-19.1%
-30.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +11.1% |
| 7D | +13.4% | +4.3% | +9.1% | +8.3% |
| 30D | +11.1% | +4.2% | +6.9% | +6.5% |
| 3M | -18.8% | -3.4% | -15.4% | -15.3% |
| 6M | +10.5% | +4.7% | +5.8% | +4.5% |
| YTD | -3.4% | +10.1% | -13.5% | -13.8% |
| 1Y | +19.7% | +11.7% | +8.0% | +4.7% |
| 3Y | +381.6% | +32.5% | +349.1% | +225.5% |
| 5Y | -17.6% | -38.5% | +20.9% | +2.1% |
| All | -49.3% | -19.1% | -30.2% | -34.8% |
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 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