+558.7%
XLP vs TROW
+1,225.0%
-666.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | +0.1% | +4.7% | -4.6% | -0.9% |
| 30D | +8.9% | +5.4% | +3.6% | +7.7% |
| 3M | +7.5% | -1.6% | +9.1% | +7.7% |
| 6M | +9.4% | +7.8% | +1.6% | +7.4% |
| YTD | +19.3% | +12.6% | +6.7% | +15.6% |
| 1Y | +21.7% | +13.6% | +8.1% | +17.8% |
| 3Y | +44.0% | +36.6% | +7.4% | +32.1% |
| 5Y | +42.8% | -36.7% | +79.5% | +50.8% |
| 10Y | +128.8% | +136.3% | -7.5% | +80.6% |
| All | +558.7% | +1,225.0% | -666.3% | +234.8% |
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