+14.9%
BTDR vs TROW
+11.3%
+3.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +5.3% |
| 7D | -3.4% | -3.2% | -0.2% | +1.0% |
| 30D | +32.6% | -4.6% | +37.2% | +41.8% |
| 3M | -32.2% | -0.7% | -31.6% | -33.1% |
| 6M | +52.4% | +22.2% | +30.1% | +12.1% |
| YTD | +6.7% | +6.6% | +0.1% | -4.9% |
| 1Y | -15.2% | +5.8% | -21.1% | -23.2% |
| 3Y | +14.9% | +11.6% | +3.3% | +1.4% |
| All | +14.9% | +11.3% | +3.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling