-33.4%
BAX vs TROW
+12.9%
-46.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.1% |
| 7D | -5.1% | -1.5% | -3.6% | -4.4% |
| 30D | -12.2% | -5.3% | -6.9% | -9.7% |
| 3M | +21.8% | +2.9% | +18.9% | +20.0% |
| 6M | +36.3% | +22.2% | +14.1% | +23.3% |
| YTD | +27.8% | +8.1% | +19.7% | +22.1% |
| 1Y | -0.1% | +5.8% | -5.9% | -3.6% |
| All | -33.4% | +12.9% | -46.2% | -41.6% |
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 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