+463.5%
BTSG vs TROW
+8.6%
+454.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | +2.9% | -1.5% | +4.4% | +3.8% |
| 30D | +0.9% | -5.3% | +6.2% | +4.0% |
| 3M | +1.6% | +2.9% | -1.3% | +0.7% |
| 6M | +46.8% | +22.2% | +24.6% | +31.8% |
| YTD | +65.5% | +8.1% | +57.4% | +58.8% |
| 1Y | +136.2% | +5.8% | +130.4% | +129.0% |
| All | +463.5% | +8.6% | +454.9% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling