+9,362.3%
TROW vs M
+439.9%
+8,922.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | +6.4% | +8.1% | -1.6% | +3.5% |
| 3M | -1.5% | +2.2% | -3.7% | -2.8% |
| 6M | +8.3% | +35.1% | -26.9% | -3.6% |
| YTD | +12.4% | +15.8% | -3.4% | +4.4% |
| 1Y | +12.4% | +25.8% | -13.5% | +1.1% |
| 3Y | +38.3% | +156.2% | -117.9% | -9.6% |
| 5Y | -35.2% | -2.4% | -32.8% | -45.6% |
| 10Y | +128.8% | -7.1% | +135.9% | +46.9% |
| All | +9,362.3% | +439.9% | +8,922.4% | +2,444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling