+229.3%
FROG vs TPG
+85.9%
+143.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.5% |
| 7D | -5.5% | -2.9% | -2.6% | -4.3% |
| 30D | -3.1% | +5.0% | -8.2% | -5.0% |
| 3M | +1.2% | +24.9% | -23.7% | -8.5% |
| 6M | +113.7% | +21.1% | +92.6% | +94.8% |
| YTD | +38.9% | -17.3% | +56.1% | +49.0% |
| 1Y | +72.0% | -9.8% | +81.8% | +76.6% |
| 3Y | +217.1% | +95.4% | +121.7% | +112.1% |
| All | +229.3% | +85.9% | +143.4% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling