+196.7%
W vs TROW
+124.0%
+72.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.3% |
| 7D | +0.2% | +0.5% | -0.3% | -0.3% |
| 30D | +6.8% | +9.3% | -2.5% | -2.5% |
| 3M | +10.7% | -0.9% | +11.6% | +12.0% |
| 6M | +86.3% | +8.3% | +78.0% | +72.7% |
| YTD | +11.5% | +10.6% | +0.8% | +0.7% |
| 1Y | +5.1% | +10.5% | -5.4% | -5.2% |
| 3Y | +171.0% | +36.5% | +134.5% | +108.0% |
| 5Y | -56.6% | -37.1% | -19.6% | -27.8% |
| 10Y | +213.4% | +125.2% | +88.2% | +105.7% |
| All | +196.7% | +124.0% | +72.7% | +78.9% |
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 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