+2,451.8%
EXC vs TROW
+14,418.2%
-11,966.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.4% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | +7.8% | +6.7% | +1.0% | +6.4% |
| 3M | +1.9% | -1.7% | +3.5% | +2.1% |
| 6M | +3.4% | +7.8% | -4.4% | +1.7% |
| YTD | +7.6% | +9.9% | -2.3% | +5.1% |
| 1Y | +2.1% | +8.7% | -6.6% | -0.1% |
| 3Y | +29.6% | +35.2% | -5.6% | +20.1% |
| 5Y | +39.5% | -37.5% | +77.0% | +46.4% |
| 10Y | +200.2% | +123.7% | +76.5% | +149.6% |
| All | +2,451.8% | +14,418.2% | -11,966.3% | +1,210.9% |
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