+3,076.5%
SPY vs TROW
+8,127.4%
-5,050.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -0.9% | -4.0% | +3.1% | +0.4% |
| 3M | +3.9% | +5.0% | -1.1% | +1.9% |
| 6M | +14.5% | +24.3% | -9.8% | +6.0% |
| YTD | +12.9% | +9.8% | +3.2% | +8.7% |
| 1Y | +19.4% | +6.4% | +12.9% | +15.9% |
| 3Y | +78.5% | +15.8% | +62.7% | +66.5% |
| 5Y | +81.8% | -37.3% | +119.0% | +103.4% |
| 10Y | +311.5% | +130.6% | +180.9% | +196.8% |
| All | +3,076.5% | +8,127.4% | -5,050.9% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling