+141.4%
XLC vs TROW
+22.5%
+118.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +0.2% | -4.0% | +4.3% | +2.2% |
| 3M | +0.6% | +5.0% | -4.4% | -2.1% |
| 6M | -4.5% | +24.3% | -28.8% | -14.5% |
| YTD | -4.7% | +9.8% | -14.5% | -9.9% |
| 1Y | -1.7% | +6.4% | -8.1% | -5.9% |
| 3Y | +72.3% | +15.8% | +56.5% | +54.0% |
| 5Y | +37.8% | -37.3% | +75.0% | +61.8% |
| All | +141.4% | +22.5% | +118.9% | +89.1% |
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