+124.8%
TROW vs FLR
+19.7%
+105.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -3.2% | -3.5% | +0.3% | -2.6% |
| 30D | -4.6% | +4.2% | -8.8% | -5.3% |
| 3M | -0.7% | +8.1% | -8.7% | -2.6% |
| 6M | +22.2% | +21.5% | +0.7% | +16.6% |
| YTD | +6.6% | +36.8% | -30.1% | -0.4% |
| 1Y | +5.8% | +31.2% | -25.4% | -0.8% |
| 3Y | +11.6% | +53.9% | -42.3% | -1.0% |
| 5Y | -38.9% | +243.0% | -282.0% | -52.6% |
| All | +124.8% | +19.7% | +105.1% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling