+99.3%
TROW vs QSR
+203.9%
-104.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.0% | -4.7% | +1.7% | -1.2% |
| 30D | -5.5% | +4.3% | -9.8% | -7.1% |
| 3M | +2.3% | +5.4% | -3.2% | -0.1% |
| 6M | +23.9% | +8.2% | +15.8% | +19.3% |
| YTD | +7.9% | +14.1% | -6.2% | +1.4% |
| 1Y | +6.1% | +28.1% | -22.0% | -5.0% |
| 3Y | +13.8% | +25.3% | -11.5% | +1.7% |
| 5Y | -38.2% | +40.4% | -78.6% | -47.5% |
| 10Y | +131.3% | +132.4% | -1.1% | +63.0% |
| All | +99.3% | +203.9% | -104.6% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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