+35.3%
W vs TROW
+12.9%
+22.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +2.3% |
| 7D | +5.9% | -1.5% | +7.4% | +8.0% |
| 30D | -3.0% | -5.3% | +2.3% | +4.5% |
| 3M | +40.3% | +2.9% | +37.4% | +35.6% |
| 6M | +32.2% | +22.2% | +10.0% | +0.4% |
| YTD | -0.3% | +8.1% | -8.4% | -10.6% |
| 1Y | +16.2% | +5.8% | +10.4% | +6.5% |
| All | +35.3% | +12.9% | +22.4% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling