+61.9%
D vs TROW
+14.8%
+47.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -0.7% | -4.0% | +3.3% | 0.0% |
| 3M | +2.1% | +5.0% | -2.9% | +0.9% |
| 6M | +6.8% | +24.3% | -17.5% | +2.0% |
| YTD | +16.5% | +9.8% | +6.8% | +13.8% |
| 1Y | +19.2% | +6.4% | +12.7% | +17.0% |
| 3Y | +61.9% | +15.8% | +46.1% | +44.2% |
| All | +61.9% | +14.8% | +47.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling