+32.0%
Q vs TROW
+6.6%
+25.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.6% |
| 7D | +6.6% | -1.5% | +8.1% | +7.4% |
| 30D | -6.6% | -5.3% | -1.3% | -3.9% |
| 3M | -13.2% | +2.9% | -16.2% | -17.5% |
| 6M | +9.9% | +22.2% | -12.3% | -10.4% |
| YTD | +53.9% | +8.1% | +45.9% | +36.0% |
| All | +32.0% | +6.6% | +25.3% | +15.5% |
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