+494.2%
FIX vs TROW
+37.3%
+456.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.8% |
| 7D | +9.4% | +0.5% | +9.0% | +9.2% |
| 30D | -27.8% | +9.3% | -37.1% | -31.9% |
| 3M | -35.6% | -0.9% | -34.6% | -35.5% |
| 6M | -45.2% | +8.3% | -53.6% | -49.2% |
| YTD | +19.5% | +10.6% | +8.8% | +8.2% |
| 1Y | +24.2% | +10.5% | +13.7% | +12.3% |
| 3Y | +494.2% | +36.5% | +457.6% | +352.8% |
| All | +494.2% | +37.3% | +456.9% | +352.8% |
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