+7.5%
IR vs TROW
+12.9%
-5.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.0% |
| 30D | -15.0% | -5.3% | -9.7% | -12.3% |
| 3M | -0.4% | +2.9% | -3.4% | -2.8% |
| 6M | -15.0% | +22.2% | -37.3% | -25.4% |
| YTD | -7.1% | +8.1% | -15.1% | -12.7% |
| 1Y | -7.5% | +5.8% | -13.4% | -12.2% |
| All | +7.5% | +12.9% | -5.4% | -2.2% |
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 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