+81.0%
FROG vs TCOM
-42.5%
+123.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -11.3% | -9.5% | -1.8% | -10.6% |
| 30D | +3.6% | -10.7% | +14.4% | +4.6% |
| 3M | +1.7% | -14.6% | +16.3% | +3.5% |
| 6M | +123.5% | -19.3% | +142.9% | +128.2% |
| YTD | +40.2% | -42.9% | +83.2% | +53.3% |
| 1Y | +81.0% | -43.8% | +124.8% | +95.0% |
| All | +81.0% | -42.5% | +123.5% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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