-39.0%
TROW vs FLR
+238.1%
-277.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.4% |
| 30D | -4.6% | +4.2% | -8.8% | -5.6% |
| 3M | -0.7% | +8.1% | -8.7% | -3.4% |
| 6M | +22.2% | +21.5% | +0.7% | +14.0% |
| YTD | +6.6% | +36.8% | -30.1% | -3.7% |
| 1Y | +5.8% | +31.2% | -25.4% | -4.0% |
| 3Y | +11.6% | +53.9% | -42.3% | -10.2% |
| All | -39.0% | +238.1% | -277.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling