-51.3%
IT vs TROW
+12.7%
-64.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -12.7% | -3.0% | -9.7% | -11.3% |
| 30D | -8.9% | -5.5% | -3.4% | -6.2% |
| 3M | +10.1% | +2.3% | +7.9% | +8.7% |
| 6M | +7.3% | +23.9% | -16.7% | -4.1% |
| YTD | -32.4% | +7.9% | -40.3% | -34.9% |
| 1Y | -26.6% | +6.1% | -32.8% | -29.0% |
| All | -51.3% | +12.7% | -64.0% | -55.0% |
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