+124.8%
TROW vs M
-3.0%
+127.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -2.9% |
| 7D | -3.2% | -4.2% | +1.0% | -2.4% |
| 30D | -4.6% | -7.2% | +2.6% | -3.2% |
| 3M | -0.7% | -11.1% | +10.5% | +1.5% |
| 6M | +22.2% | +28.8% | -6.6% | +14.5% |
| YTD | +6.6% | +2.0% | +4.6% | +4.8% |
| 1Y | +5.8% | +31.3% | -25.4% | -2.2% |
| 3Y | +11.6% | +119.1% | -107.5% | -12.1% |
| 5Y | -38.9% | +29.7% | -68.6% | -48.3% |
| All | +124.8% | -3.0% | +127.8% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling