+4.4%
GOOGL vs TROW
+17.3%
-12.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.0% | -2.8% | +1.9% |
| 7D | -11.1% | +8.2% | -19.3% | -12.6% |
| 30D | -16.6% | +8.3% | -24.9% | -18.1% |
| 3M | -23.4% | -1.6% | -21.9% | -22.8% |
| 6M | -24.5% | +11.9% | -36.4% | -27.5% |
| YTD | -7.5% | +14.3% | -21.8% | -12.6% |
| 1Y | +4.4% | +17.0% | -12.6% | -1.5% |
| All | +4.4% | +17.3% | -12.9% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling