+292.2%
TER vs TROW
+12.9%
+279.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +4.3% |
| 7D | +12.4% | -1.5% | +13.9% | +13.5% |
| 30D | +5.1% | -5.3% | +10.4% | +9.3% |
| 3M | +4.0% | +2.9% | +1.0% | -0.8% |
| 6M | +29.5% | +22.2% | +7.3% | +7.6% |
| YTD | +98.5% | +8.1% | +90.4% | +80.4% |
| 1Y | +234.1% | +5.8% | +228.3% | +208.4% |
| All | +292.2% | +12.9% | +279.3% | +220.8% |
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