+1,025.8%
TROW vs BG
+1,169.9%
-144.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.6% |
| 7D | -3.2% | +3.1% | -6.3% | -4.3% |
| 30D | -4.6% | +10.2% | -14.8% | -8.0% |
| 3M | -0.7% | -1.7% | +1.0% | -0.9% |
| 6M | +22.2% | +1.0% | +21.2% | +20.1% |
| YTD | +6.6% | +39.9% | -33.3% | -7.0% |
| 1Y | +5.8% | +53.2% | -47.4% | -11.4% |
| 3Y | +11.6% | +16.3% | -4.7% | +1.1% |
| 5Y | -38.9% | +83.9% | -122.8% | -54.8% |
| 10Y | +128.5% | +165.1% | -36.6% | +36.9% |
| All | +1,025.8% | +1,169.9% | -144.1% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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