+291.3%
IR vs TROW
+118.8%
+172.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | -2.8% | -1.3% | -1.5% | -2.1% |
| 30D | -15.1% | -4.5% | -10.6% | -12.8% |
| 3M | +6.1% | +3.9% | +2.2% | +3.2% |
| 6M | -16.8% | +22.6% | -39.4% | -26.5% |
| YTD | -3.5% | +10.1% | -13.7% | -9.8% |
| 1Y | -3.5% | +3.6% | -7.1% | -6.8% |
| 3Y | +9.5% | +12.4% | -2.9% | -0.5% |
| 5Y | +45.1% | -37.5% | +82.6% | +80.8% |
| All | +291.3% | +118.8% | +172.5% | +148.4% |
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