+328.5%
FROG vs TROW
+37.3%
+291.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.4% |
| 7D | +12.5% | +0.5% | +12.0% | +12.2% |
| 30D | +23.5% | +9.3% | +14.2% | +17.7% |
| 3M | +19.4% | -0.9% | +20.3% | +20.0% |
| 6M | +77.0% | +8.3% | +68.7% | +68.3% |
| YTD | +81.9% | +10.6% | +71.2% | +69.7% |
| 1Y | +90.7% | +10.5% | +80.1% | +78.1% |
| 3Y | +328.5% | +36.5% | +292.0% | +252.2% |
| All | +328.5% | +37.3% | +291.2% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling