+233.6%
TROW vs BTG
+371.8%
-138.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -3.0% | -5.5% | +2.5% | -2.7% |
| 30D | -5.5% | +6.1% | -11.6% | -5.8% |
| 3M | +2.3% | +38.6% | -36.4% | +0.2% |
| 6M | +23.9% | +0.7% | +23.2% | +23.2% |
| YTD | +7.9% | +20.3% | -12.4% | +6.0% |
| 1Y | +6.1% | +25.0% | -18.9% | +3.8% |
| 3Y | +13.8% | +97.3% | -83.5% | +7.7% |
| 5Y | -38.2% | +78.3% | -116.5% | -41.6% |
| 10Y | +131.3% | +151.6% | -20.4% | +111.3% |
| All | +233.6% | +371.8% | -138.2% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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