+3,759.0%
FIX vs TROW
+130.0%
+3,629.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +6.4% | -1.7% | +8.1% | +7.8% |
| 30D | -29.1% | +6.4% | -35.5% | -32.1% |
| 3M | -31.1% | -1.5% | -29.7% | -31.1% |
| 6M | -42.8% | +8.3% | -51.1% | -46.5% |
| YTD | +24.6% | +12.4% | +12.2% | +13.4% |
| 1Y | +21.9% | +12.4% | +9.6% | +10.8% |
| 3Y | +524.9% | +38.3% | +486.6% | +397.3% |
| 5Y | +1,092.2% | -35.2% | +1,127.4% | +1,364.5% |
| 10Y | +3,759.0% | +128.8% | +3,630.2% | +2,326.1% |
| All | +3,759.0% | +130.0% | +3,629.0% | +2,326.1% |
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