+412.9%
XLF vs TROW
+1,172.3%
-759.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.5% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -1.3% | -5.3% | +4.0% | +1.8% |
| 3M | +9.1% | +2.9% | +6.2% | +6.7% |
| 6M | +14.4% | +22.2% | -7.9% | +0.8% |
| YTD | +5.1% | +8.1% | -3.0% | -0.9% |
| 1Y | +8.6% | +5.8% | +2.8% | +3.5% |
| 3Y | +74.4% | +14.0% | +60.4% | +54.3% |
| 5Y | +64.4% | -38.3% | +102.6% | +98.6% |
| 10Y | +251.6% | +131.7% | +119.9% | +82.8% |
| All | +412.9% | +1,172.3% | -759.4% | +6.7% |
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