+375.1%
META vs TROW
+129.7%
+245.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +3.6% | -4.0% | +7.6% | +6.1% |
| 3M | +4.9% | +5.0% | -0.1% | +1.4% |
| 6M | -4.7% | +24.3% | -29.0% | -16.8% |
| YTD | -6.9% | +9.8% | -16.7% | -13.0% |
| 1Y | -18.2% | +6.4% | -24.6% | -22.3% |
| 3Y | +107.8% | +15.8% | +92.0% | +81.8% |
| 5Y | +63.9% | -37.3% | +101.2% | +98.6% |
| 10Y | +375.1% | +130.6% | +244.4% | +278.0% |
| All | +375.1% | +129.7% | +245.4% | +278.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling