+20.4%
BTDR vs TROW
-39.3%
+59.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.4% |
| 7D | -3.4% | -3.2% | -0.2% | -1.6% |
| 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% | +36.7% |
| YTD | +6.7% | +6.6% | +0.1% | +3.2% |
| 1Y | -15.2% | +5.8% | -21.1% | -17.3% |
| 3Y | +14.9% | +11.6% | +3.3% | +9.9% |
| All | +20.4% | -39.3% | +59.8% | +15.0% |
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