+2,102.5%
FTI vs TROW
+1,190.3%
+912.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -2.3% | -1.5% | -0.8% | -1.6% |
| 30D | +5.0% | -5.3% | +10.3% | +8.0% |
| 3M | +13.8% | +2.9% | +10.9% | +11.0% |
| 6M | +22.9% | +22.2% | +0.7% | +8.9% |
| YTD | +75.0% | +8.1% | +66.9% | +64.9% |
| 1Y | +96.9% | +5.8% | +91.1% | +86.9% |
| 3Y | +276.7% | +14.0% | +262.7% | +237.5% |
| 5Y | +1,157.0% | -38.3% | +1,195.3% | +1,398.9% |
| 10Y | +310.7% | +131.7% | +179.0% | +145.2% |
| All | +2,102.5% | +1,190.3% | +912.2% | +476.4% |
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 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