+222.3%
TROW vs BAH
+876.9%
-654.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.4% | -4.3% | +4.7% | +1.9% |
| 30D | -4.0% | -4.5% | +0.4% | -2.7% |
| 3M | +5.0% | -7.6% | +12.6% | +7.0% |
| 6M | +24.3% | -10.6% | +34.9% | +27.1% |
| YTD | +9.8% | -12.6% | +22.3% | +12.1% |
| 1Y | +6.4% | -27.0% | +33.4% | +14.9% |
| 3Y | +15.8% | -31.5% | +47.3% | +21.0% |
| 5Y | -37.3% | -3.8% | -33.5% | -44.0% |
| 10Y | +130.6% | +183.9% | -53.3% | +38.9% |
| All | +222.3% | +876.9% | -654.6% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling