+124.8%
TROW vs BAH
+207.9%
-83.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.2% | +4.3% | -7.4% | -4.5% |
| 30D | -4.6% | -2.5% | -2.1% | -4.0% |
| 3M | -0.7% | -0.9% | +0.3% | -1.1% |
| 6M | +22.2% | +1.5% | +20.7% | +19.7% |
| YTD | +6.6% | -8.0% | +14.6% | +7.0% |
| 1Y | +5.8% | -24.7% | +30.6% | +13.4% |
| 3Y | +11.6% | -28.4% | +40.0% | +13.3% |
| 5Y | -38.9% | +2.8% | -41.7% | -49.3% |
| All | +124.8% | +207.9% | -83.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling