+17.4%
TPR vs TROW
+0.2%
+17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | -1.3% | -1.0% | -1.7% |
| 30D | -23.0% | -4.5% | -18.4% | -21.4% |
| 3M | -12.5% | +3.9% | -16.3% | -14.1% |
| 6M | -21.4% | +22.6% | -44.0% | -27.7% |
| YTD | -3.5% | +10.1% | -13.6% | -8.5% |
| 1Y | +17.4% | +3.6% | +13.8% | +16.6% |
| All | +17.4% | +0.2% | +17.1% | +16.6% |
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 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