-83.4%
FRMI vs TROW
+9.3%
-92.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.4% |
| 7D | +10.9% | -3.0% | +13.9% | +13.7% |
| 30D | -24.3% | -5.5% | -18.8% | -20.7% |
| 3M | -21.8% | +2.3% | -24.0% | -22.8% |
| 6M | -33.0% | +23.9% | -57.0% | -41.4% |
| YTD | -32.6% | +7.9% | -40.5% | -37.6% |
| All | -83.4% | +9.3% | -92.8% | -84.2% |
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