+102.9%
T vs TROW
+12.9%
+90.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | -3.1% | -1.5% | -1.6% | -3.0% |
| 30D | +4.6% | -5.3% | +9.9% | +4.8% |
| 3M | +12.2% | +2.9% | +9.3% | +12.0% |
| 6M | -6.5% | +22.2% | -28.7% | -7.6% |
| YTD | +4.9% | +8.1% | -3.2% | +4.6% |
| 1Y | -10.5% | +5.8% | -16.3% | -10.6% |
| All | +102.9% | +12.9% | +90.0% | +96.3% |
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