+17.0%
TROW vs NYT
+16.5%
+0.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.1% |
| 7D | +8.2% | -3.9% | +12.1% | +8.8% |
| 30D | +8.3% | +4.3% | +4.0% | +7.5% |
| 3M | -1.6% | -11.7% | +10.2% | +0.3% |
| 6M | +11.9% | -14.4% | +26.3% | +14.4% |
| YTD | +14.3% | -3.0% | +17.4% | +15.2% |
| 1Y | +17.0% | +16.5% | +0.5% | +14.1% |
| All | +17.0% | +16.5% | +0.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling