+96.8%
META vs TROW
+37.3%
+59.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | +9.3% | -22.3% | -16.5% |
| 3M | +7.9% | -0.9% | +8.8% | +8.2% |
| 6M | +4.2% | +8.3% | -4.1% | -0.3% |
| YTD | -2.5% | +10.6% | -13.2% | -8.4% |
| 1Y | +5.6% | +10.5% | -5.0% | -0.8% |
| 3Y | +96.8% | +36.5% | +60.3% | +65.8% |
| All | +96.8% | +37.3% | +59.5% | +65.8% |
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