+35.2%
FROG vs TCOM
+41.0%
-5.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -11.3% | -9.5% | -1.8% | -9.2% |
| 30D | +3.6% | -10.7% | +14.4% | +6.2% |
| 3M | +1.7% | -14.6% | +16.3% | +4.8% |
| 6M | +123.5% | -19.3% | +142.9% | +132.9% |
| YTD | +40.2% | -42.9% | +83.2% | +57.9% |
| 1Y | +81.0% | -43.8% | +124.8% | +104.6% |
| 3Y | +194.8% | +2.1% | +192.6% | +172.7% |
| 5Y | +131.8% | +31.2% | +100.6% | +83.4% |
| All | +35.2% | +41.0% | -5.8% | +3.3% |
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