+142.8%
XYL vs TROW
+130.0%
+12.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +1.2% | -3.2% | +4.4% | +3.0% |
| 30D | -11.9% | -4.6% | -7.3% | -9.6% |
| 3M | -1.5% | -0.7% | -0.9% | -1.6% |
| 6M | -11.9% | +22.2% | -34.1% | -21.7% |
| YTD | -20.6% | +6.6% | -27.2% | -24.2% |
| 1Y | -23.5% | +5.8% | -29.3% | -26.9% |
| 3Y | +14.9% | +11.6% | +3.2% | +3.5% |
| 5Y | -15.3% | -38.9% | +23.6% | +6.0% |
| All | +142.8% | +130.0% | +12.8% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling