+379.9%
CSCO vs TROW
+130.0%
+249.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.9% |
| 7D | +2.7% | -3.2% | +5.9% | +4.1% |
| 30D | -9.5% | -4.6% | -4.9% | -7.7% |
| 3M | -7.6% | -0.7% | -7.0% | -8.0% |
| 6M | +44.9% | +22.2% | +22.7% | +31.3% |
| YTD | +47.7% | +6.6% | +41.1% | +41.5% |
| 1Y | +69.1% | +5.8% | +63.3% | +62.1% |
| 3Y | +113.5% | +11.6% | +101.9% | +94.8% |
| 5Y | +122.8% | -38.9% | +161.7% | +165.2% |
| All | +379.9% | +130.0% | +249.9% | +218.2% |
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 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