+148.7%
XLK vs TROW
-39.3%
+188.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +0.2% | -3.2% | +3.4% | +1.9% |
| 30D | -0.6% | -4.6% | +4.0% | +1.8% |
| 3M | +2.6% | -0.7% | +3.2% | +2.2% |
| 6M | +34.0% | +22.2% | +11.8% | +19.1% |
| YTD | +30.7% | +6.6% | +24.0% | +24.6% |
| 1Y | +39.2% | +5.8% | +33.4% | +32.9% |
| 3Y | +120.4% | +11.6% | +108.8% | +99.2% |
| All | +148.7% | -39.3% | +188.1% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling