+448.5%
XYL vs TROW
+249.9%
+198.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -9.2% | -4.0% | -5.2% | -7.2% |
| 3M | -0.3% | +5.0% | -5.3% | -3.3% |
| 6M | -11.0% | +24.3% | -35.3% | -21.4% |
| YTD | -19.2% | +9.8% | -29.0% | -24.0% |
| 1Y | -21.2% | +6.4% | -27.7% | -24.8% |
| 3Y | +18.6% | +15.8% | +2.8% | +5.2% |
| 5Y | -14.3% | -37.3% | +23.0% | +4.1% |
| 10Y | +141.0% | +130.6% | +10.4% | +40.8% |
| All | +448.5% | +249.9% | +198.6% | +185.5% |
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