+599.1%
XYZ vs TROW
+130.0%
+469.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +1.3% |
| 7D | -4.3% | -3.2% | -1.1% | -1.4% |
| 30D | +1.2% | -4.6% | +5.8% | +5.7% |
| 3M | +14.6% | -0.7% | +15.3% | +14.7% |
| 6M | +22.6% | +22.2% | +0.4% | +1.2% |
| YTD | +21.7% | +6.6% | +15.1% | +13.5% |
| 1Y | +6.7% | +5.8% | +0.9% | 0.0% |
| 3Y | +46.8% | +11.6% | +35.2% | +29.5% |
| 5Y | -68.0% | -38.9% | -29.1% | -51.4% |
| All | +599.1% | +130.0% | +469.1% | +431.8% |
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 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