+5.8%
TROW vs CAPR
+37.0%
-31.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -3.2% | -11.0% | +7.8% | -3.1% |
| 30D | -4.6% | +99.8% | -104.4% | -5.0% |
| 3M | -0.7% | -66.6% | +65.9% | -0.4% |
| 6M | +22.2% | -75.1% | +97.3% | +22.7% |
| YTD | +6.6% | -71.0% | +77.6% | +6.9% |
| 1Y | +5.8% | +30.0% | -24.1% | +4.4% |
| All | +5.8% | +37.0% | -31.2% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling