+177.8%
FROG vs TCOM
+44.4%
+133.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +17.0% | +6.5% | +10.5% | +15.3% |
| 30D | +1.3% | +13.3% | -12.0% | -1.8% |
| 3M | +17.5% | -6.5% | +23.9% | +18.9% |
| 6M | +46.8% | -16.3% | +63.1% | +51.8% |
| YTD | +65.8% | -38.7% | +104.5% | +83.7% |
| 1Y | +61.0% | -40.1% | +101.1% | +79.4% |
| 3Y | +296.7% | +30.6% | +266.1% | +239.4% |
| 5Y | +177.8% | +45.8% | +132.0% | +118.2% |
| All | +177.8% | +44.4% | +133.5% | +118.2% |
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 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