+17.0%
TROW vs UMAC
+2.9%
+14.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -10.9% | +16.8% | +6.3% |
| 7D | +8.2% | -26.0% | +34.3% | +9.3% |
| 30D | +8.3% | -40.3% | +48.6% | +10.2% |
| 3M | -1.6% | -51.1% | +49.6% | +0.5% |
| 6M | +11.9% | -5.6% | +17.5% | +9.0% |
| YTD | +14.3% | +2.3% | +12.1% | +7.9% |
| 1Y | +17.0% | +7.9% | +9.1% | +10.0% |
| All | +17.0% | +2.9% | +14.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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