+76.0%
D vs TROW
+39.5%
+36.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.4% | -1.7% | -0.8% | -2.1% |
| 30D | +9.0% | +6.4% | +2.5% | +7.7% |
| 3M | +1.0% | -1.5% | +2.4% | +1.1% |
| 6M | +11.0% | +8.3% | +2.7% | +9.1% |
| YTD | +19.8% | +12.4% | +7.3% | +16.6% |
| 1Y | +16.0% | +12.4% | +3.6% | +12.8% |
| All | +76.0% | +39.5% | +36.5% | +49.6% |
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