+124.8%
TROW vs NTRS
+259.9%
-135.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.9% |
| 7D | -3.2% | +1.4% | -4.6% | -4.1% |
| 30D | -4.6% | -0.7% | -4.0% | -4.3% |
| 3M | -0.7% | +11.3% | -12.0% | -7.7% |
| 6M | +22.2% | +35.5% | -13.3% | -0.7% |
| YTD | +6.6% | +40.6% | -34.0% | -15.8% |
| 1Y | +5.8% | +49.2% | -43.4% | -19.8% |
| 3Y | +11.6% | +167.2% | -155.6% | -44.0% |
| 5Y | -38.9% | +94.9% | -133.9% | -62.9% |
| All | +124.8% | +259.9% | -135.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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