+338.5%
RF vs TROW
+128.2%
+210.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.5% |
| 7D | -0.1% | -1.5% | +1.4% | +0.9% |
| 30D | -4.0% | -5.3% | +1.3% | -0.5% |
| 3M | +5.6% | +2.9% | +2.6% | +2.6% |
| 6M | +13.1% | +22.2% | -9.1% | -2.7% |
| YTD | +13.6% | +8.1% | +5.5% | +5.8% |
| 1Y | +16.0% | +5.8% | +10.1% | +9.4% |
| 3Y | +90.2% | +14.0% | +76.2% | +68.6% |
| 5Y | +87.0% | -38.3% | +125.3% | +149.1% |
| 10Y | +338.5% | +131.7% | +206.8% | +117.5% |
| All | +338.5% | +128.2% | +210.3% | +117.5% |
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 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