+552.8%
XLP vs TROW
+1,196.2%
-643.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | +4.3% | -3.6% | -0.2% |
| 30D | +10.3% | +4.2% | +6.1% | +9.3% |
| 3M | +6.5% | -3.4% | +9.9% | +7.2% |
| 6M | +8.4% | +4.7% | +3.7% | +7.0% |
| YTD | +18.2% | +10.1% | +8.1% | +15.1% |
| 1Y | +22.4% | +11.7% | +10.7% | +18.8% |
| 3Y | +41.9% | +32.5% | +9.4% | +31.1% |
| 5Y | +40.9% | -38.5% | +79.4% | +49.7% |
| 10Y | +128.4% | +148.0% | -19.7% | +78.5% |
| All | +552.8% | +1,196.2% | -643.4% | +233.4% |
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