+116.8%
TROW vs CAPR
-65.7%
+182.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.8% |
| 7D | +0.5% | +5.9% | -5.4% | +0.3% |
| 30D | +9.3% | +44.6% | -35.3% | +8.6% |
| 3M | -0.9% | +126.4% | -127.3% | -2.6% |
| 6M | +8.3% | -68.6% | +76.9% | +8.9% |
| YTD | +10.6% | -67.0% | +77.6% | +10.9% |
| 1Y | +10.5% | +65.2% | -54.6% | +3.9% |
| 3Y | +36.5% | +235.6% | -199.0% | +23.1% |
| 5Y | -37.1% | +175.4% | -212.5% | -43.7% |
| All | +116.8% | -65.7% | +182.5% | +89.2% |
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