+84.9%
USB vs TROW
+136.0%
-51.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +4.4% | -3.0% | -1.3% |
| 30D | +6.4% | +5.5% | +1.0% | +2.9% |
| 3M | -4.5% | -1.3% | -3.2% | -4.0% |
| 6M | +11.4% | +7.9% | +3.5% | +5.3% |
| YTD | +17.1% | +12.6% | +4.5% | +7.1% |
| 1Y | +32.6% | +13.3% | +19.3% | +20.6% |
| 3Y | +101.8% | +38.6% | +63.3% | +60.5% |
| 5Y | +25.1% | -34.7% | +59.9% | +54.8% |
| 10Y | +84.9% | +129.9% | -45.1% | +8.6% |
| All | +84.9% | +136.0% | -51.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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