+3.7%
F vs TROW
+17.3%
-13.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.0% | +0.5% |
| 7D | +6.0% | +8.2% | -2.2% | +2.7% |
| 30D | +4.3% | +8.3% | -4.0% | +0.9% |
| 3M | -10.1% | -1.6% | -8.5% | -9.7% |
| 6M | +12.8% | +11.9% | +0.9% | +6.3% |
| YTD | -0.1% | +14.3% | -14.4% | -7.9% |
| 1Y | +3.7% | +17.0% | -13.3% | -6.6% |
| All | +3.7% | +17.3% | -13.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling