-39.0%
TROW vs NTR
+45.7%
-84.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -4.6% | +16.8% | -21.4% | -8.1% |
| 3M | -0.7% | +20.7% | -21.4% | -5.3% |
| 6M | +22.2% | +0.5% | +21.7% | +21.1% |
| YTD | +6.6% | +29.2% | -22.6% | -1.5% |
| 1Y | +5.8% | +39.6% | -33.8% | -4.5% |
| 3Y | +11.6% | +37.9% | -26.3% | -0.9% |
| All | -39.0% | +45.7% | -84.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling