+310.7%
TROW vs BR
+1,282.8%
-972.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.0% | -6.0% | +3.0% | +1.0% |
| 30D | -5.5% | -0.9% | -4.6% | -5.1% |
| 3M | +2.3% | +16.4% | -14.1% | -9.0% |
| 6M | +23.9% | -8.2% | +32.1% | +28.4% |
| YTD | +7.9% | -23.2% | +31.1% | +25.3% |
| 1Y | +6.1% | -30.9% | +37.1% | +32.6% |
| 3Y | +13.8% | -5.0% | +18.8% | +11.8% |
| 5Y | -38.2% | +8.8% | -47.0% | -45.7% |
| 10Y | +131.3% | +190.1% | -58.8% | -4.0% |
| All | +310.7% | +1,282.8% | -972.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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