+124.8%
TROW vs SPY
+322.5%
-197.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -2.3% |
| 7D | -3.2% | -0.8% | -2.4% | -2.2% |
| 30D | -4.6% | -1.1% | -3.5% | -3.3% |
| 3M | -0.7% | +3.9% | -4.5% | -5.5% |
| 6M | +22.2% | +13.6% | +8.6% | +3.2% |
| YTD | +6.6% | +12.7% | -6.0% | -8.9% |
| 1Y | +5.8% | +17.5% | -11.7% | -14.4% |
| 3Y | +11.6% | +76.9% | -65.3% | -46.9% |
| 5Y | -38.9% | +83.6% | -122.5% | -71.6% |
| All | +124.8% | +322.5% | -197.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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