+217.1%
FROG vs TCOM
+13.4%
+203.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -5.5% | -7.6% | +2.1% | -4.6% |
| 30D | -3.1% | -12.2% | +9.1% | -1.6% |
| 3M | +1.2% | -14.2% | +15.5% | +3.0% |
| 6M | +113.7% | -25.0% | +138.7% | +121.3% |
| YTD | +38.9% | -43.7% | +82.5% | +49.9% |
| 1Y | +72.0% | -44.5% | +116.5% | +86.1% |
| 3Y | +217.1% | +13.4% | +203.7% | +219.7% |
| All | +217.1% | +13.4% | +203.7% | +219.7% |
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