+293.7%
TPR vs TROW
+14.8%
+279.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -27.3% | -4.0% | -23.3% | -25.4% |
| 3M | -16.2% | +5.0% | -21.2% | -19.2% |
| 6M | -17.9% | +24.3% | -42.2% | -28.6% |
| YTD | -7.1% | +9.8% | -16.9% | -13.5% |
| 1Y | +13.6% | +6.4% | +7.2% | +8.0% |
| 3Y | +293.7% | +15.8% | +277.9% | +231.5% |
| All | +293.7% | +14.8% | +279.0% | +231.5% |
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