+211.9%
TER vs TROW
-38.9%
+250.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +9.4% | -3.0% | +12.4% | +11.9% |
| 30D | -2.4% | -5.5% | +3.0% | +1.7% |
| 3M | +6.5% | +2.3% | +4.3% | +2.7% |
| 6M | +23.2% | +23.9% | -0.7% | +1.9% |
| YTD | +91.5% | +7.9% | +83.6% | +75.8% |
| 1Y | +214.8% | +6.1% | +208.7% | +192.3% |
| 3Y | +275.3% | +13.8% | +261.5% | +224.0% |
| 5Y | +211.9% | -38.2% | +250.1% | +333.0% |
| All | +211.9% | -38.9% | +250.8% | +333.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling