+231.0%
FROG vs TPG
+74.1%
+156.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -0.5% | -9.4% | +8.9% | +3.9% |
| 30D | +1.3% | -5.3% | +6.6% | +3.9% |
| 3M | +11.1% | +12.9% | -1.8% | +5.1% |
| 6M | +108.3% | +20.1% | +88.2% | +90.5% |
| YTD | +39.6% | -22.5% | +62.1% | +54.0% |
| 1Y | +74.7% | -19.7% | +94.4% | +89.0% |
| 3Y | +224.1% | +81.2% | +142.9% | +124.1% |
| All | +231.0% | +74.1% | +156.8% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling