+112.4%
TROW vs Z
+25.1%
+87.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | -4.5% | -4.2% | -0.3% | -3.9% |
| 3M | +3.9% | -3.7% | +7.6% | +4.1% |
| 6M | +22.6% | -24.5% | +47.1% | +28.6% |
| YTD | +10.1% | -49.3% | +59.4% | +25.0% |
| 1Y | +3.6% | -58.7% | +62.3% | +22.0% |
| 3Y | +12.4% | -34.1% | +46.6% | +16.6% |
| 5Y | -37.5% | -64.5% | +27.1% | -32.2% |
| 10Y | +130.0% | -0.5% | +130.4% | +90.0% |
| All | +112.4% | +25.1% | +87.3% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling