-39.0%
TROW vs NYT
+38.8%
-77.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -4.6% | +4.6% | -9.2% | -6.3% |
| 3M | -0.7% | -9.6% | +8.9% | +2.5% |
| 6M | +22.2% | -14.0% | +36.2% | +28.0% |
| YTD | +6.6% | -2.8% | +9.5% | +5.8% |
| 1Y | +5.8% | +15.6% | -9.8% | -2.8% |
| 3Y | +11.6% | +56.3% | -44.7% | -12.5% |
| All | -39.0% | +38.8% | -77.8% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling