+12.9%
TROW vs USFR
+14.1%
-1.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.0% | +0.1% | -3.1% | -2.9% |
| 30D | -5.5% | +0.3% | -5.8% | -5.2% |
| 3M | +2.3% | +1.0% | +1.3% | +3.1% |
| 6M | +23.9% | +1.9% | +22.0% | +25.6% |
| YTD | +7.9% | +2.7% | +5.2% | +9.7% |
| 1Y | +6.1% | +4.0% | +2.1% | +8.7% |
| All | +12.9% | +14.1% | -1.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling