+19.6%
BTDR vs TROW
-35.2%
+54.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.4% |
| 7D | -3.4% | -3.2% | -0.2% | -1.7% |
| 30D | +32.6% | -4.6% | +37.2% | +36.3% |
| 3M | -32.2% | -0.7% | -31.6% | -32.2% |
| 6M | +52.4% | +22.2% | +30.1% | +36.8% |
| YTD | +6.7% | +6.6% | +0.1% | +3.3% |
| 1Y | -15.2% | +5.8% | -21.1% | -17.3% |
| 3Y | +14.9% | +11.6% | +3.3% | +9.9% |
| 5Y | +20.8% | -38.9% | +59.7% | +15.3% |
| All | +19.6% | -35.2% | +54.8% | +14.6% |
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 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