-15.2%
BTDR vs TROW
+4.9%
-20.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +5.1% |
| 7D | -3.4% | -3.2% | -0.2% | +0.3% |
| 30D | +32.6% | -4.6% | +37.2% | +40.4% |
| 3M | -32.2% | -0.7% | -31.6% | -33.6% |
| 6M | +52.4% | +22.2% | +30.1% | +11.4% |
| YTD | +6.7% | +6.6% | +0.1% | -9.0% |
| 1Y | -15.2% | +5.8% | -21.1% | -24.3% |
| All | -15.2% | +4.9% | -20.1% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling