+5.8%
TROW vs FIGR
-3.1%
+9.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.9% |
| 7D | -3.2% | -3.0% | -0.1% | -3.0% |
| 30D | -4.6% | +13.7% | -18.3% | -5.5% |
| 3M | -0.7% | +23.9% | -24.5% | -2.3% |
| 6M | +22.2% | -8.4% | +30.6% | +21.6% |
| YTD | +6.6% | -14.6% | +21.2% | +5.9% |
| 1Y | +5.8% | +12.1% | -6.3% | +5.6% |
| All | +5.8% | -3.1% | +9.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling