+133.0%
FROG vs TCOM
+25.9%
+107.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.4% |
| 7D | -4.8% | -10.2% | +5.4% | -2.4% |
| 30D | -0.9% | -16.8% | +15.9% | +3.3% |
| 3M | +7.5% | -16.7% | +24.1% | +11.5% |
| 6M | +107.0% | -27.1% | +134.1% | +121.4% |
| YTD | +39.8% | -45.5% | +85.3% | +59.9% |
| 1Y | +74.8% | -45.9% | +120.7% | +100.3% |
| 3Y | +219.3% | +9.8% | +209.5% | +185.4% |
| 5Y | +133.0% | +23.8% | +109.2% | +85.8% |
| All | +133.0% | +25.9% | +107.1% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling