+363.0%
NDAQ vs TROW
+130.0%
+233.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -5.6% | -3.2% | -2.4% | -4.1% |
| 30D | -4.4% | -4.6% | +0.3% | -2.2% |
| 3M | +5.9% | -0.7% | +6.5% | +5.8% |
| 6M | +7.7% | +22.2% | -14.5% | -2.7% |
| YTD | -5.2% | +6.6% | -11.8% | -8.7% |
| 1Y | -3.4% | +5.8% | -9.2% | -6.8% |
| 3Y | +85.6% | +11.6% | +74.0% | +70.5% |
| 5Y | +49.5% | -38.9% | +88.4% | +78.7% |
| All | +363.0% | +130.0% | +233.0% | +216.3% |
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