+12.9%
TROW vs BAH
-28.1%
+41.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.8% |
| 7D | -3.0% | +2.4% | -5.4% | -3.3% |
| 30D | -5.5% | -2.9% | -2.5% | -5.1% |
| 3M | +2.3% | -1.3% | +3.6% | +2.2% |
| 6M | +23.9% | -0.9% | +24.8% | +23.4% |
| YTD | +7.9% | -8.2% | +16.1% | +8.4% |
| 1Y | +6.1% | -24.0% | +30.1% | +9.1% |
| All | +12.9% | -28.1% | +41.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling