+78.5%
FROG vs TROW
+6.0%
+72.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.7% |
| 6M | +116.7% | +23.9% | +92.8% | +84.6% |
| YTD | +41.9% | +7.9% | +34.0% | +27.8% |
| 1Y | +78.5% | +6.1% | +72.4% | +63.6% |
| All | +78.5% | +6.0% | +72.5% | +63.6% |
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