+296.7%
FROG vs TCOM
+32.5%
+264.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +17.0% | +6.5% | +10.5% | +16.2% |
| 30D | +1.3% | +13.3% | -12.0% | -0.2% |
| 3M | +17.5% | -6.5% | +23.9% | +18.3% |
| 6M | +46.8% | -16.3% | +63.1% | +49.9% |
| YTD | +65.8% | -38.7% | +104.5% | +76.8% |
| 1Y | +61.0% | -40.1% | +101.1% | +72.3% |
| 3Y | +296.7% | +30.6% | +266.1% | +299.0% |
| All | +296.7% | +32.5% | +264.3% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling