-25.3%
QS vs TROW
+12.7%
-37.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -5.0% | -3.0% | -2.0% | -1.8% |
| 30D | -18.3% | -5.5% | -12.8% | -13.3% |
| 3M | -26.0% | +2.3% | -28.3% | -28.6% |
| 6M | -24.0% | +23.9% | -48.0% | -40.4% |
| YTD | -50.3% | +7.9% | -58.2% | -54.9% |
| 1Y | -38.0% | +6.1% | -44.1% | -42.3% |
| All | -25.3% | +12.7% | -37.9% | -36.8% |
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