+50.9%
XYZ vs TROW
+14.8%
+36.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.9% |
| 7D | +2.9% | +0.4% | +2.4% | +2.5% |
| 30D | +1.4% | -4.0% | +5.4% | +5.1% |
| 3M | +14.6% | +5.0% | +9.5% | +9.1% |
| 6M | +20.8% | +24.3% | -3.6% | -0.9% |
| YTD | +23.1% | +9.8% | +13.3% | +12.0% |
| 1Y | +5.6% | +6.4% | -0.8% | -1.3% |
| 3Y | +50.9% | +15.8% | +35.1% | +23.8% |
| All | +50.9% | +14.8% | +36.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling