+55.9%
FROG vs TAP
+38.2%
+17.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.5% | +39.8% | +35.1% |
| 7D | +7.0% | +0.5% | +6.5% | +6.9% |
| 30D | +2.9% | +9.1% | -6.3% | +2.7% |
| 3M | +21.6% | -3.8% | +25.4% | +21.6% |
| 6M | +87.7% | -3.4% | +91.1% | +87.8% |
| YTD | +61.7% | -10.6% | +72.3% | +62.0% |
| 1Y | +113.7% | -4.4% | +118.1% | +112.8% |
| 3Y | +267.7% | -24.4% | +292.1% | +271.3% |
| 5Y | +158.8% | +2.1% | +156.7% | +160.8% |
| All | +55.9% | +38.2% | +17.7% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling