+36.8%
FROG vs TROW
+8.7%
+28.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | -3.0% | +0.8% | -0.3% |
| 30D | +3.0% | -5.5% | +8.4% | +6.6% |
| 3M | +10.3% | +2.3% | +8.1% | +8.2% |
| 6M | +116.7% | +23.9% | +92.8% | +89.0% |
| YTD | +41.9% | +7.9% | +34.0% | +34.0% |
| 1Y | +78.5% | +6.1% | +72.4% | +70.3% |
| 3Y | +224.1% | +13.8% | +210.3% | +185.5% |
| 5Y | +142.4% | -38.2% | +180.6% | +184.3% |
| All | +36.8% | +8.7% | +28.1% | +21.4% |
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