+124.8%
TROW vs CAPR
-78.4%
+203.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -3.2% | -11.0% | +7.8% | -3.0% |
| 30D | -4.6% | +99.8% | -104.4% | -5.9% |
| 3M | -0.7% | -66.6% | +65.9% | -0.1% |
| 6M | +22.2% | -75.1% | +97.3% | +23.4% |
| YTD | +6.6% | -71.0% | +77.6% | +7.3% |
| 1Y | +5.8% | +30.0% | -24.1% | -0.1% |
| 3Y | +11.6% | +29.0% | -17.4% | +2.4% |
| 5Y | -38.9% | +70.8% | -109.7% | -44.9% |
| All | +124.8% | -78.4% | +203.2% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling