-23.2%
QS vs TROW
+24.8%
-48.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.3% |
| 7D | -4.2% | -1.5% | -2.7% | -2.9% |
| 30D | -15.7% | -5.3% | -10.4% | -11.7% |
| 3M | -28.7% | +2.9% | -31.6% | -33.6% |
| 6M | -23.2% | +22.2% | -45.4% | -40.1% |
| All | -23.2% | +24.8% | -48.0% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling