+69.0%
FROG vs TCOM
+49.9%
+19.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +6.0% |
| 7D | +26.8% | +2.2% | +24.7% | +26.2% |
| 30D | +10.6% | +12.5% | -1.9% | +7.4% |
| 3M | +27.2% | -5.6% | +32.8% | +28.4% |
| 6M | +58.7% | -16.5% | +75.1% | +63.9% |
| YTD | +75.3% | -39.4% | +114.7% | +94.1% |
| 1Y | +71.1% | -41.0% | +112.0% | +90.7% |
| 3Y | +319.6% | +29.2% | +290.3% | +263.8% |
| 5Y | +195.7% | +41.6% | +154.0% | +130.1% |
| All | +69.0% | +49.9% | +19.2% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling