+35.2%
FROG vs TKO
+388.5%
-353.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.1% |
| 7D | -11.3% | +0.7% | -12.0% | -11.4% |
| 30D | +3.6% | +1.6% | +2.0% | +3.3% |
| 3M | +1.7% | -7.8% | +9.5% | +2.6% |
| 6M | +123.5% | -13.3% | +136.8% | +127.3% |
| YTD | +40.2% | -10.3% | +50.5% | +41.8% |
| 1Y | +81.0% | -0.6% | +81.6% | +80.3% |
| 3Y | +194.8% | +88.5% | +106.3% | +169.5% |
| 5Y | +131.8% | +284.7% | -152.9% | +84.1% |
| All | +35.2% | +388.5% | -353.3% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling