+124.8%
TROW vs Z
-2.5%
+127.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.0% |
| 7D | -3.2% | -6.0% | +2.9% | -2.0% |
| 30D | -4.6% | -2.3% | -2.3% | -4.4% |
| 3M | -0.7% | -0.6% | 0.0% | -1.2% |
| 6M | +22.2% | -27.6% | +49.8% | +29.4% |
| YTD | +6.6% | -52.4% | +59.0% | +22.8% |
| 1Y | +5.8% | -63.6% | +69.4% | +28.4% |
| 3Y | +11.6% | -36.4% | +48.0% | +16.6% |
| 5Y | -38.9% | -64.6% | +25.7% | -33.7% |
| All | +124.8% | -2.5% | +127.3% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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