+2,166.4%
FIX vs TROW
-38.1%
+2,204.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | +3.5% | -1.5% | +5.0% | +4.3% |
| 30D | -3.5% | -5.3% | +1.8% | -0.8% |
| 3M | -11.8% | +2.9% | -14.7% | -14.1% |
| 6M | +17.8% | +22.2% | -4.4% | +4.6% |
| YTD | +73.3% | +8.1% | +65.2% | +63.5% |
| 1Y | +128.1% | +5.8% | +122.3% | +117.2% |
| 3Y | +772.7% | +14.0% | +758.6% | +691.3% |
| 5Y | +2,166.4% | -38.3% | +2,204.7% | +2,784.2% |
| All | +2,166.4% | -38.1% | +2,204.5% | +2,784.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling