+12,471.5%
FIX vs TROW
+1,818.1%
+10,653.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.6% |
| 30D | -7.2% | -4.5% | -2.7% | -5.5% |
| 3M | -15.9% | +3.9% | -19.7% | -17.8% |
| 6M | +12.7% | +22.6% | -9.8% | +2.8% |
| YTD | +72.8% | +10.1% | +62.7% | +64.3% |
| 1Y | +122.9% | +3.6% | +119.3% | +117.3% |
| 3Y | +774.3% | +12.4% | +761.9% | +721.3% |
| 5Y | +2,049.5% | -37.5% | +2,087.0% | +2,414.2% |
| 10Y | +5,821.5% | +130.0% | +5,691.5% | +4,014.1% |
| All | +12,471.5% | +1,818.1% | +10,653.4% | +4,515.6% |
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