+1,593.7%
META vs TROW
+221.1%
+1,372.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +3.9% |
| 7D | +5.7% | +4.7% | +1.0% | +3.0% |
| 30D | -10.8% | +5.4% | -16.1% | -13.5% |
| 3M | +8.4% | -1.6% | +10.0% | +9.1% |
| 6M | +5.4% | +7.8% | -2.4% | +0.2% |
| YTD | -2.6% | +12.6% | -15.1% | -10.4% |
| 1Y | +3.5% | +13.6% | -10.1% | -5.5% |
| 3Y | +102.0% | +36.6% | +65.4% | +61.3% |
| 5Y | +93.1% | -36.7% | +129.8% | +133.0% |
| 10Y | +425.7% | +136.3% | +289.4% | +229.5% |
| All | +1,593.7% | +221.1% | +1,372.6% | +889.0% |
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 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