+1,851.9%
TER vs TROW
+130.0%
+1,721.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +3.4% |
| 7D | +6.4% | -3.2% | +9.5% | +8.8% |
| 30D | -5.7% | -4.6% | -1.1% | -2.5% |
| 3M | -0.4% | -0.7% | +0.2% | -1.6% |
| 6M | +25.8% | +22.2% | +3.6% | +7.0% |
| YTD | +96.4% | +6.6% | +89.8% | +83.7% |
| 1Y | +229.2% | +5.8% | +223.4% | +209.0% |
| 3Y | +288.1% | +11.6% | +276.5% | +248.3% |
| 5Y | +219.9% | -38.9% | +258.9% | +333.3% |
| All | +1,851.9% | +130.0% | +1,721.9% | +1,294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling