+19.7%
BROS vs TROW
-38.2%
+57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.9% |
| 7D | -5.8% | -3.2% | -2.6% | -3.5% |
| 30D | -14.0% | -4.6% | -9.4% | -10.9% |
| 3M | -32.5% | -0.7% | -31.8% | -32.7% |
| 6M | -14.9% | +22.2% | -37.1% | -27.4% |
| YTD | -28.3% | +6.6% | -34.9% | -32.5% |
| 1Y | -34.0% | +5.8% | -39.8% | -37.5% |
| 3Y | +63.0% | +11.6% | +51.3% | +42.1% |
| All | +19.7% | -38.2% | +57.9% | +70.8% |
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