+75.8%
BND vs TROW
+310.6%
-234.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -0.1% | -1.5% | +1.4% | -0.1% |
| 30D | -0.2% | -5.3% | +5.1% | -0.3% |
| 3M | -0.7% | +2.9% | -3.6% | -0.7% |
| 6M | -1.7% | +22.2% | -23.9% | -1.5% |
| YTD | -0.5% | +8.1% | -8.6% | -0.5% |
| 1Y | +0.4% | +5.8% | -5.4% | +0.4% |
| 3Y | +13.1% | +14.0% | -0.9% | +13.3% |
| 5Y | -2.1% | -38.3% | +36.2% | -2.8% |
| 10Y | +15.7% | +131.7% | -116.0% | +18.6% |
| All | +75.8% | +310.6% | -234.8% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling