-58.8%
FICO vs TROW
+12.9%
-71.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.2% |
| 7D | -0.1% | +4.7% | -4.8% | -1.4% |
| 30D | +8.4% | +5.4% | +3.0% | +6.6% |
| 3M | -30.5% | -1.6% | -28.9% | -30.4% |
| 6M | -35.7% | +7.8% | -43.5% | -37.7% |
| YTD | -57.2% | +12.6% | -69.7% | -60.2% |
| All | -58.8% | +12.9% | -71.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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