+35.2%
FROG vs TROW
+11.0%
+24.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | -11.3% | -1.3% | -10.0% | -10.5% |
| 30D | +3.6% | -4.5% | +8.2% | +6.7% |
| 3M | +1.7% | +3.9% | -2.2% | -1.2% |
| 6M | +123.5% | +22.6% | +101.0% | +96.3% |
| YTD | +40.2% | +10.1% | +30.1% | +30.7% |
| 1Y | +81.0% | +3.6% | +77.4% | +75.1% |
| 3Y | +194.8% | +12.4% | +182.3% | +162.0% |
| 5Y | +131.8% | -37.5% | +169.3% | +169.1% |
| All | +35.2% | +11.0% | +24.2% | +18.5% |
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