+18.4%
BROS vs TROW
-37.4%
+55.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.1% | -3.0% | -3.1% | -3.9% |
| 30D | -12.4% | -5.5% | -6.9% | -8.7% |
| 3M | -27.9% | +2.3% | -30.2% | -29.7% |
| 6M | -16.8% | +23.9% | -40.7% | -29.7% |
| YTD | -29.0% | +7.9% | -36.9% | -33.8% |
| 1Y | -33.2% | +6.1% | -39.3% | -36.9% |
| 3Y | +56.8% | +13.8% | +42.9% | +34.6% |
| All | +18.4% | -37.4% | +55.9% | +67.6% |
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