+489.0%
F vs TROW
+14,418.2%
-13,929.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -1.9% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -0.5% | +6.7% | -7.2% | -3.1% |
| 3M | -12.9% | -1.7% | -11.2% | -12.4% |
| 6M | +1.5% | +7.8% | -6.3% | -1.9% |
| YTD | -5.0% | +9.9% | -14.9% | -9.3% |
| 1Y | -7.3% | +8.7% | -16.1% | -11.1% |
| 3Y | +45.3% | +35.2% | +10.0% | +26.9% |
| 5Y | -15.8% | -37.5% | +21.7% | -0.8% |
| 10Y | +64.2% | +123.7% | -59.5% | +17.7% |
| All | +489.0% | +14,418.2% | -13,929.1% | +82.7% |
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 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