+75.6%
BAC vs TROW
-38.9%
+114.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | -3.0% | +2.7% | +1.2% |
| 30D | -1.8% | -5.5% | +3.7% | +0.9% |
| 3M | +15.3% | +2.3% | +13.0% | +13.4% |
| 6M | +30.2% | +23.9% | +6.2% | +16.1% |
| YTD | +15.6% | +7.9% | +7.7% | +10.0% |
| 1Y | +27.5% | +6.1% | +21.3% | +22.1% |
| 3Y | +137.0% | +13.8% | +123.2% | +116.4% |
| 5Y | +75.6% | -38.2% | +113.8% | +106.0% |
| All | +75.6% | -38.9% | +114.5% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling