+78.5%
FROG vs TCOM
-46.8%
+125.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -2.2% | -6.5% | +4.4% | -1.6% |
| 30D | +3.0% | -16.2% | +19.2% | +4.5% |
| 3M | +10.3% | -19.3% | +29.6% | +12.8% |
| 6M | +116.7% | -27.2% | +143.9% | +124.7% |
| YTD | +41.9% | -46.2% | +88.1% | +55.9% |
| 1Y | +78.5% | -46.6% | +125.1% | +93.3% |
| All | +78.5% | -46.8% | +125.3% | +93.3% |
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