+20.1%
W vs TROW
+0.2%
+19.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.6% |
| 7D | -4.2% | -1.3% | -2.9% | -2.8% |
| 30D | -7.6% | -4.5% | -3.0% | -2.9% |
| 3M | +37.2% | +3.9% | +33.3% | +35.0% |
| 6M | +26.3% | +22.6% | +3.8% | +6.8% |
| YTD | -1.0% | +10.1% | -11.1% | -9.0% |
| 1Y | +20.1% | +3.6% | +16.5% | +4.9% |
| All | +20.1% | +0.2% | +19.9% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling