+476.4%
BHP vs TROW
+130.0%
+346.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.3% |
| 7D | -3.6% | -3.2% | -0.4% | -2.1% |
| 30D | -1.2% | -4.6% | +3.4% | +1.1% |
| 3M | +1.2% | -0.7% | +1.8% | +1.2% |
| 6M | +21.4% | +22.2% | -0.8% | +9.8% |
| YTD | +50.4% | +6.6% | +43.8% | +44.6% |
| 1Y | +67.5% | +5.8% | +61.7% | +61.4% |
| 3Y | +72.8% | +11.6% | +61.2% | +58.3% |
| 5Y | +112.6% | -38.9% | +151.5% | +158.4% |
| All | +476.4% | +130.0% | +346.4% | +259.0% |
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 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