+113.7%
FROG vs TAP
-6.0%
+119.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.5% | +39.8% | +33.1% |
| 7D | +7.0% | +0.5% | +6.5% | +7.5% |
| 30D | +2.9% | +9.1% | -6.3% | +5.7% |
| 3M | +21.6% | -3.8% | +25.4% | +21.2% |
| 6M | +87.7% | -3.4% | +91.1% | +89.3% |
| YTD | +61.7% | -10.6% | +72.3% | +57.3% |
| 1Y | +113.7% | -4.4% | +118.1% | +80.0% |
| All | +113.7% | -6.0% | +119.7% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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