+85.4%
FROG vs TPG
+0.9%
+84.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -3.7% |
| 7D | -14.1% | +12.5% | -26.6% | -17.9% |
| 30D | -11.8% | +12.7% | -24.5% | -16.1% |
| 3M | +0.1% | +3.5% | -3.4% | -0.9% |
| 6M | +64.2% | +14.1% | +50.1% | +56.5% |
| YTD | +38.2% | -18.5% | +56.7% | +43.2% |
| 1Y | +85.4% | -1.8% | +87.2% | +75.7% |
| All | +85.4% | +0.9% | +84.5% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling