+3,644.4%
FIX vs TROW
+136.0%
+3,508.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -13.9% | +4.4% | -18.3% | -16.5% |
| 30D | -35.5% | +5.5% | -41.0% | -37.9% |
| 3M | -33.9% | -1.3% | -32.6% | -34.0% |
| 6M | -43.3% | +7.9% | -51.2% | -46.8% |
| YTD | +18.7% | +12.6% | +6.0% | +7.9% |
| 1Y | +13.8% | +13.3% | +0.4% | +2.8% |
| 3Y | +495.0% | +38.6% | +456.4% | +373.0% |
| 5Y | +1,049.0% | -34.7% | +1,083.8% | +1,305.5% |
| 10Y | +3,644.4% | +129.9% | +3,514.5% | +2,245.5% |
| All | +3,644.4% | +136.0% | +3,508.5% | +2,245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling