+19.3%
TPR vs TROW
+17.3%
+2.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.4% | +0.9% |
| 7D | +12.6% | +8.2% | +4.4% | +8.8% |
| 30D | +7.1% | +8.3% | -1.2% | +3.4% |
| 3M | -19.4% | -1.6% | -17.8% | -19.1% |
| 6M | -9.7% | +11.9% | -21.6% | -13.6% |
| YTD | -1.0% | +14.3% | -15.3% | -7.2% |
| 1Y | +19.3% | +17.0% | +2.3% | +10.4% |
| All | +19.3% | +17.3% | +2.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling