+34.6%
FROG vs TCOM
+34.1%
+0.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -0.5% | -4.9% | +4.4% | +0.6% |
| 30D | +1.3% | -14.4% | +15.7% | +4.8% |
| 3M | +11.1% | -17.7% | +28.7% | +15.4% |
| 6M | +108.3% | -25.1% | +133.4% | +120.8% |
| YTD | +39.6% | -45.7% | +85.3% | +58.9% |
| 1Y | +74.7% | -47.9% | +122.6% | +101.0% |
| 3Y | +224.1% | +8.9% | +215.1% | +193.6% |
| 5Y | +138.4% | +26.9% | +111.5% | +90.1% |
| All | +34.6% | +34.1% | +0.5% | +3.9% |
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