+1.3%
BBY vs TROW
-39.3%
+40.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.8% |
| 7D | +0.6% | -3.2% | +3.8% | +2.5% |
| 30D | +9.4% | -4.6% | +14.0% | +12.4% |
| 3M | +19.3% | -0.7% | +20.0% | +19.2% |
| 6M | +47.9% | +22.2% | +25.7% | +30.0% |
| YTD | +39.6% | +6.6% | +32.9% | +32.5% |
| 1Y | +22.2% | +5.8% | +16.4% | +16.4% |
| 3Y | +45.0% | +11.6% | +33.4% | +31.5% |
| All | +1.3% | -39.3% | +40.6% | +15.7% |
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