+22.5%
F vs TROW
+5.3%
+17.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.3% |
| 7D | -4.9% | -1.5% | -3.4% | -4.3% |
| 30D | -2.9% | -5.3% | +2.4% | -0.9% |
| 3M | -9.1% | +2.9% | -12.0% | -10.9% |
| 6M | +12.9% | +22.2% | -9.3% | +2.7% |
| YTD | +6.1% | +8.1% | -2.0% | +0.8% |
| 1Y | +22.5% | +5.8% | +16.7% | +15.7% |
| All | +22.5% | +5.3% | +17.2% | +15.7% |
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