+1,063.9%
TROW vs FLR
+587.1%
+476.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -0.6% |
| 7D | -1.5% | -3.1% | +1.6% | -0.6% |
| 30D | -5.3% | +4.9% | -10.2% | -6.9% |
| 3M | +2.9% | +10.8% | -7.9% | -1.7% |
| 6M | +22.2% | +19.7% | +2.5% | +12.5% |
| YTD | +8.1% | +38.4% | -30.3% | -5.3% |
| 1Y | +5.8% | +34.7% | -28.9% | -7.1% |
| 3Y | +14.0% | +56.7% | -42.6% | -10.3% |
| 5Y | -38.3% | +241.6% | -279.9% | -63.9% |
| 10Y | +131.7% | +20.2% | +111.5% | +50.6% |
| All | +1,063.9% | +587.1% | +476.7% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling