+555.9%
XYZ vs TROW
+117.7%
+438.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.2% | -1.7% | -0.5% | -0.6% |
| 30D | +11.6% | +6.4% | +5.1% | +5.9% |
| 3M | +8.4% | -1.5% | +9.9% | +10.3% |
| 6M | +17.2% | +8.3% | +8.9% | +8.7% |
| YTD | +31.7% | +12.4% | +19.3% | +17.7% |
| 1Y | +30.1% | +12.4% | +17.7% | +16.0% |
| 3Y | +66.4% | +38.3% | +28.1% | +21.5% |
| 5Y | -62.2% | -35.2% | -27.0% | -45.6% |
| 10Y | +621.5% | +128.8% | +492.7% | +382.2% |
| All | +555.9% | +117.7% | +438.2% | +332.6% |
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 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