+85.4%
FROG vs TROW
+17.3%
+68.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.0% | -8.4% | -5.5% |
| 7D | -14.1% | +8.2% | -22.3% | -17.8% |
| 30D | -11.8% | +8.3% | -20.1% | -15.6% |
| 3M | +0.1% | -1.6% | +1.7% | +1.2% |
| 6M | +64.2% | +11.9% | +52.3% | +50.3% |
| YTD | +38.2% | +14.3% | +23.9% | +19.6% |
| 1Y | +85.4% | +17.0% | +68.4% | +58.3% |
| All | +85.4% | +17.3% | +68.1% | +58.3% |
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