+8,433.2%
TPR vs TROW
+887.9%
+7,545.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.4% | -1.7% | +8.1% | +7.3% |
| 30D | +13.8% | +6.4% | +7.3% | +9.3% |
| 3M | -16.6% | -1.5% | -15.1% | -16.1% |
| 6M | +0.7% | +8.3% | -7.6% | -4.8% |
| YTD | +5.3% | +12.4% | -7.1% | -3.2% |
| 1Y | +32.4% | +12.4% | +20.0% | +21.5% |
| 3Y | +406.4% | +38.3% | +368.1% | +306.3% |
| 5Y | +227.9% | -35.2% | +263.1% | +305.5% |
| 10Y | +371.7% | +128.8% | +242.9% | +183.5% |
| All | +8,433.2% | +887.9% | +7,545.3% | +1,683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling