-80.3%
FIG vs TROW
+11.4%
-91.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.5% |
| 7D | -16.4% | +0.4% | -16.8% | -16.5% |
| 30D | -2.3% | -4.0% | +1.7% | -0.4% |
| 3M | +7.8% | +5.0% | +2.8% | +4.6% |
| 6M | -21.8% | +24.3% | -46.2% | -30.4% |
| YTD | -39.1% | +9.8% | -48.9% | -43.0% |
| 1Y | -56.6% | +6.4% | -63.1% | -61.2% |
| All | -80.3% | +11.4% | -91.7% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling