-64.2%
BAX vs TROW
-37.1%
-27.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +4.1% | +9.3% | -5.3% | +0.5% |
| 3M | -4.5% | -0.9% | -3.6% | -4.3% |
| 6M | +49.2% | +8.3% | +40.9% | +44.6% |
| YTD | +35.2% | +10.6% | +24.6% | +29.5% |
| 1Y | +38.3% | +10.5% | +27.7% | +32.5% |
| 3Y | -19.0% | +36.5% | -55.6% | -28.5% |
| All | -64.2% | -37.1% | -27.1% | -64.5% |
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