+1,831.4%
T vs TROW
+14,176.2%
-12,344.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | +4.6% | -5.3% | +9.9% | +5.8% |
| 3M | +12.2% | +2.9% | +9.3% | +11.3% |
| 6M | -6.5% | +22.2% | -28.7% | -10.8% |
| YTD | +4.9% | +8.1% | -3.2% | +2.4% |
| 1Y | -10.5% | +5.8% | -16.3% | -12.3% |
| 3Y | +104.6% | +14.0% | +90.6% | +93.9% |
| 5Y | +64.2% | -38.3% | +102.5% | +74.3% |
| 10Y | +68.4% | +131.7% | -63.2% | +32.2% |
| All | +1,831.4% | +14,176.2% | -12,344.7% | +777.7% |
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