+17.0%
TROW vs BB
+88.0%
-71.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.0% | -1.0% | +5.3% |
| 7D | +8.2% | -6.8% | +15.0% | +8.9% |
| 30D | +8.3% | -3.5% | +11.8% | +8.3% |
| 3M | -1.6% | -1.2% | -0.3% | -1.9% |
| 6M | +11.9% | +57.0% | -45.1% | +3.2% |
| YTD | +14.3% | +131.1% | -116.8% | -2.0% |
| 1Y | +17.0% | +87.6% | -70.6% | +4.7% |
| All | +17.0% | +88.0% | -71.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling