+3.6%
TROW vs FLR
+31.2%
-27.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -1.3% | +5.4% | -6.7% | -2.0% |
| 30D | -4.5% | +11.4% | -15.9% | -6.1% |
| 3M | +3.9% | +11.4% | -7.5% | +1.8% |
| 6M | +22.6% | +16.6% | +5.9% | +18.1% |
| YTD | +10.1% | +41.7% | -31.6% | +1.4% |
| 1Y | +3.6% | +35.4% | -31.8% | -3.8% |
| All | +3.6% | +31.2% | -27.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling