-79.9%
FIG vs TROW
+8.2%
-88.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.3% |
| 7D | -3.8% | -3.2% | -0.6% | -2.3% |
| 30D | -2.3% | -4.6% | +2.3% | -0.1% |
| 3M | +20.0% | -0.7% | +20.6% | +19.4% |
| 6M | -16.7% | +22.2% | -38.9% | -25.3% |
| YTD | -37.9% | +6.6% | -44.5% | -41.1% |
| 1Y | -58.5% | +5.8% | -64.4% | -61.3% |
| All | -79.9% | +8.2% | -88.1% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling