+13.1%
TROW vs CAPR
+36.9%
-23.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -1.5% | -12.6% | +11.1% | -1.4% |
| 30D | -5.3% | +124.4% | -129.7% | -6.2% |
| 3M | +2.9% | -66.8% | +69.7% | +3.3% |
| 6M | +22.2% | -71.8% | +94.0% | +22.8% |
| YTD | +8.1% | -70.1% | +78.1% | +8.5% |
| 1Y | +5.8% | +33.3% | -27.5% | +1.7% |
| All | +13.1% | +36.9% | -23.8% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling