+23.6%
TROW vs BIYA
-99.8%
+123.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -3.0% | -1.3% | -1.7% | -3.0% |
| 30D | -5.5% | -15.9% | +10.5% | -5.3% |
| 3M | +2.3% | -81.2% | +83.5% | +2.9% |
| 6M | +23.9% | -88.2% | +112.2% | +24.0% |
| YTD | +7.9% | -94.1% | +102.0% | +8.9% |
| 1Y | +6.1% | -98.7% | +104.8% | +10.0% |
| All | +23.6% | -99.8% | +123.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling