+90.7%
FROG vs TCOM
-41.4%
+132.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.7% |
| 7D | +12.5% | -1.8% | +14.3% | +12.5% |
| 30D | +23.5% | +12.1% | +11.4% | +23.8% |
| 3M | +19.4% | -3.2% | +22.6% | +19.9% |
| 6M | +77.0% | -16.6% | +93.6% | +80.4% |
| YTD | +81.9% | -39.4% | +121.3% | +90.9% |
| 1Y | +90.7% | -41.5% | +132.2% | +107.2% |
| All | +90.7% | -41.4% | +132.1% | +107.2% |
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