+119.1%
TROW vs FTV
+87.0%
+32.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | -1.5% | -1.3% | -0.2% | -0.7% |
| 30D | -5.3% | -9.5% | +4.2% | +0.6% |
| 3M | +2.9% | -10.9% | +13.9% | +9.8% |
| 6M | +22.2% | -0.6% | +22.8% | +21.1% |
| YTD | +8.1% | +1.4% | +6.7% | +4.4% |
| 1Y | +5.8% | +17.6% | -11.8% | -7.7% |
| 3Y | +14.0% | -3.3% | +17.3% | +11.7% |
| 5Y | -38.3% | -0.1% | -38.1% | -41.2% |
| 10Y | +131.7% | +82.5% | +49.2% | +72.4% |
| All | +119.1% | +87.0% | +32.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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