+433.9%
BTSG vs TROW
+7.1%
+426.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.2% |
| 7D | -3.3% | -3.2% | -0.1% | -1.5% |
| 30D | -1.6% | -4.6% | +3.0% | +1.1% |
| 3M | -6.9% | -0.7% | -6.2% | -5.9% |
| 6M | +42.1% | +22.2% | +19.9% | +27.6% |
| YTD | +56.8% | +6.6% | +50.2% | +51.6% |
| 1Y | +109.8% | +5.8% | +104.0% | +103.5% |
| All | +433.9% | +7.1% | +426.8% | +405.6% |
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