+70.7%
FROG vs TCOM
+48.5%
+22.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +48.2% | -1.4% | +49.6% | +48.7% |
| 30D | +11.4% | +11.5% | -0.1% | +8.4% |
| 3M | +28.5% | -5.2% | +33.7% | +29.6% |
| 6M | +63.7% | -16.9% | +80.7% | +69.3% |
| YTD | +77.1% | -39.9% | +117.0% | +96.5% |
| 1Y | +79.3% | -42.1% | +121.4% | +100.8% |
| 3Y | +323.8% | +28.0% | +295.7% | +268.2% |
| 5Y | +198.9% | +40.4% | +158.5% | +133.1% |
| All | +70.7% | +48.5% | +22.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling