+34.6%
FROG vs TKO
+399.8%
-365.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +1.3% | -2.5% | +3.8% | +1.6% |
| 3M | +11.1% | -10.6% | +21.7% | +12.6% |
| 6M | +108.3% | -5.1% | +113.4% | +109.4% |
| YTD | +39.6% | -8.2% | +47.8% | +40.7% |
| 1Y | +74.7% | -4.4% | +79.2% | +75.0% |
| 3Y | +224.1% | +100.4% | +123.7% | +193.7% |
| 5Y | +138.4% | +294.3% | -155.9% | +88.6% |
| All | +34.6% | +399.8% | -365.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling