+3.6%
TROW vs EXPD
+57.8%
-54.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | -4.5% | +4.1% | -8.6% | -5.0% |
| 3M | +3.9% | +17.9% | -14.0% | +1.7% |
| 6M | +22.6% | +29.2% | -6.7% | +18.6% |
| YTD | +10.1% | +27.4% | -17.2% | +6.5% |
| 1Y | +3.6% | +56.8% | -53.2% | -3.5% |
| All | +3.6% | +57.8% | -54.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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