+163.6%
W vs TROW
+123.0%
+40.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.6% |
| 7D | -4.2% | -1.3% | -2.9% | -2.7% |
| 30D | -7.6% | -4.5% | -3.0% | -2.7% |
| 3M | +37.2% | +3.9% | +33.3% | +32.7% |
| 6M | +26.3% | +22.6% | +3.8% | +2.0% |
| YTD | -1.0% | +10.1% | -11.1% | -10.2% |
| 1Y | +20.1% | +3.6% | +16.5% | +15.5% |
| 3Y | +37.8% | +12.4% | +25.4% | +29.1% |
| 5Y | -63.7% | -37.5% | -26.2% | -39.2% |
| 10Y | +156.3% | +130.0% | +26.4% | +65.9% |
| All | +163.6% | +123.0% | +40.6% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling