+75.3%
FROG vs TKO
+415.3%
-340.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +12.5% | +2.3% | +10.2% | +12.2% |
| 30D | +23.5% | +13.4% | +10.2% | +21.5% |
| 3M | +19.4% | -1.7% | +21.1% | +19.6% |
| 6M | +77.0% | +7.2% | +69.8% | +75.0% |
| YTD | +81.9% | -5.4% | +87.2% | +82.5% |
| 1Y | +90.7% | +8.7% | +82.0% | +87.7% |
| 3Y | +328.5% | +150.4% | +178.1% | +277.3% |
| 5Y | +207.0% | +276.6% | -69.6% | +141.7% |
| All | +75.3% | +415.3% | -340.0% | +30.1% |
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