+37.5%
F vs TROW
+14.8%
+22.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +1.2% | -4.0% | +5.3% | +3.6% |
| 3M | -5.7% | +5.0% | -10.7% | -9.1% |
| 6M | +17.9% | +24.3% | -6.4% | +2.6% |
| YTD | +10.4% | +9.8% | +0.6% | +2.9% |
| 1Y | +25.3% | +6.4% | +18.9% | +18.7% |
| 3Y | +37.5% | +15.8% | +21.7% | +11.2% |
| All | +37.5% | +14.8% | +22.7% | +11.2% |
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