+2,340.5%
EXC vs TROW
+14,446.5%
-12,105.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -3.7% | -4.5% | +0.8% | -2.9% |
| 3M | -1.3% | +3.9% | -5.2% | -2.1% |
| 6M | -9.7% | +22.6% | -32.3% | -13.2% |
| YTD | +2.9% | +10.1% | -7.2% | +0.6% |
| 1Y | +4.4% | +3.6% | +0.8% | +3.1% |
| 3Y | +22.2% | +12.4% | +9.8% | +17.2% |
| 5Y | +46.7% | -37.5% | +84.2% | +53.9% |
| 10Y | +155.3% | +130.0% | +25.4% | +111.3% |
| All | +2,340.5% | +14,446.5% | -12,105.9% | +1,154.5% |
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