-39.3%
BAX vs TROW
+130.0%
-169.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -7.9% | -3.2% | -4.7% | -6.7% |
| 30D | -11.7% | -4.6% | -7.1% | -10.0% |
| 3M | +16.2% | -0.7% | +16.8% | +16.5% |
| 6M | +32.0% | +22.2% | +9.8% | +22.4% |
| YTD | +24.7% | +6.6% | +18.1% | +21.4% |
| 1Y | -2.6% | +5.8% | -8.5% | -5.0% |
| 3Y | -35.0% | +11.6% | -46.6% | -38.6% |
| 5Y | -67.6% | -38.9% | -28.6% | -63.3% |
| All | -39.3% | +130.0% | -169.4% | -50.8% |
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