-39.0%
TROW vs USFR
+20.6%
-59.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.0% |
| 7D | -3.2% | +0.1% | -3.3% | -2.9% |
| 30D | -4.6% | +0.4% | -5.0% | -3.8% |
| 3M | -0.7% | +1.0% | -1.7% | +1.6% |
| 6M | +22.2% | +2.0% | +20.2% | +27.4% |
| YTD | +6.6% | +2.8% | +3.9% | +12.9% |
| 1Y | +5.8% | +4.1% | +1.7% | +15.1% |
| 3Y | +11.6% | +14.1% | -2.5% | +54.1% |
| All | -39.0% | +20.6% | -59.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling