+224.6%
FROG vs TKO
+103.5%
+121.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -0.9% | +0.9% | -1.8% | -1.1% |
| 3M | +7.5% | -6.2% | +13.6% | +8.2% |
| 6M | +107.0% | -5.6% | +112.6% | +108.2% |
| YTD | +39.8% | -7.8% | +47.6% | +40.9% |
| 1Y | +74.8% | -1.2% | +76.0% | +74.6% |
| All | +224.6% | +103.5% | +121.1% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling