+295.8%
FTI vs TROW
+130.0%
+165.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -4.4% | -3.2% | -1.2% | -2.6% |
| 30D | +1.5% | -4.6% | +6.1% | +4.2% |
| 3M | +8.2% | -0.7% | +8.8% | +7.3% |
| 6M | +18.8% | +22.2% | -3.4% | +3.8% |
| YTD | +71.7% | +6.6% | +65.0% | +61.7% |
| 1Y | +90.0% | +5.8% | +84.2% | +79.0% |
| 3Y | +270.5% | +11.6% | +258.9% | +229.2% |
| 5Y | +1,084.5% | -38.9% | +1,123.5% | +1,417.7% |
| All | +295.8% | +130.0% | +165.8% | +151.5% |
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 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