-93.2%
FRMI vs TROW
+17.3%
-110.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.0% | -16.5% | -14.8% |
| 7D | -39.7% | +8.2% | -48.0% | -43.8% |
| 30D | -55.2% | +8.3% | -63.5% | -58.4% |
| 3M | -71.2% | -1.6% | -69.6% | -70.6% |
| 6M | -64.1% | +11.9% | -76.0% | -67.6% |
| YTD | -77.2% | +14.3% | -91.6% | -80.6% |
| 1Y | -93.2% | +17.0% | -110.2% | -94.1% |
| All | -93.2% | +17.3% | -110.5% | -94.1% |
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