+9.5%
TPR vs TROW
+5.3%
+4.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | -7.3% | -1.5% | -5.8% | -6.7% |
| 30D | -30.7% | -5.3% | -25.4% | -29.0% |
| 3M | -21.6% | +2.9% | -24.6% | -22.7% |
| 6M | -21.3% | +22.2% | -43.5% | -27.4% |
| YTD | -10.2% | +8.1% | -18.3% | -14.1% |
| 1Y | +9.5% | +5.8% | +3.7% | +5.7% |
| All | +9.5% | +5.3% | +4.2% | +5.7% |
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