+38.3%
S vs TROW
+37.3%
+1.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -2.7% | +9.3% | -12.1% | -7.8% |
| 3M | -6.9% | -0.9% | -6.0% | -6.3% |
| 6M | +38.1% | +8.3% | +29.7% | +29.8% |
| YTD | +48.0% | +10.6% | +37.4% | +36.2% |
| 1Y | +34.5% | +10.5% | +23.9% | +23.4% |
| 3Y | +38.3% | +36.5% | +1.8% | +10.6% |
| All | +38.3% | +37.3% | +1.0% | +10.6% |
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