+17.0%
TROW vs M
+36.6%
-19.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.6% | -1.7% | +4.6% |
| 7D | +8.2% | +8.3% | 0.0% | +6.8% |
| 30D | +8.3% | +14.2% | -5.9% | +6.0% |
| 3M | -1.6% | -1.1% | -0.5% | -1.5% |
| 6M | +11.9% | +36.6% | -24.7% | +5.9% |
| YTD | +14.3% | +19.8% | -5.5% | +10.6% |
| 1Y | +17.0% | +37.2% | -20.2% | +8.9% |
| All | +17.0% | +36.6% | -19.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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