+217.6%
BAC vs TROW
+122.3%
+95.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.6% |
| 7D | +3.2% | +0.5% | +2.8% | +2.9% |
| 30D | -0.7% | +9.3% | -10.1% | -6.3% |
| 3M | -20.0% | -0.9% | -19.1% | -19.7% |
| 6M | +3.4% | +8.3% | -4.9% | -2.6% |
| YTD | -5.7% | +10.6% | -16.4% | -13.1% |
| 1Y | -1.4% | +10.5% | -12.0% | -9.2% |
| 3Y | +97.9% | +36.5% | +61.4% | +55.6% |
| 5Y | +22.9% | -37.1% | +60.0% | +58.5% |
| All | +217.6% | +122.3% | +95.4% | +63.9% |
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