+116.8%
TROW vs M
-7.1%
+123.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.3% |
| 7D | +0.5% | +7.0% | -6.5% | -1.1% |
| 30D | +9.3% | +8.9% | +0.4% | +7.2% |
| 3M | -0.9% | +4.5% | -5.4% | -2.2% |
| 6M | +8.3% | +36.2% | -27.9% | +0.3% |
| YTD | +10.6% | +15.1% | -4.5% | +5.7% |
| 1Y | +10.5% | +27.4% | -16.9% | +3.0% |
| 3Y | +36.5% | +160.1% | -123.6% | +3.7% |
| 5Y | -37.1% | -1.6% | -35.5% | -43.7% |
| All | +116.8% | -7.1% | +123.9% | +61.3% |
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