-24.1%
TE vs TROW
+11.3%
-35.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +2.2% |
| 7D | +0.2% | -3.2% | +3.4% | +4.7% |
| 30D | -5.9% | -4.6% | -1.3% | +0.2% |
| 3M | -45.6% | -0.7% | -44.9% | -46.4% |
| 6M | -43.4% | +22.2% | -65.6% | -58.2% |
| YTD | -31.0% | +6.6% | -37.6% | -39.1% |
| 1Y | +145.2% | +5.8% | +139.4% | +119.8% |
| 3Y | -24.1% | +11.6% | -35.7% | -35.0% |
| All | -24.1% | +11.3% | -35.4% | -35.0% |
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