+70.7%
FROG vs TRMB
+6.2%
+64.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.7% |
| 7D | +48.2% | +4.1% | +44.1% | +45.0% |
| 30D | +11.4% | -7.0% | +18.4% | +14.9% |
| 3M | +28.5% | -0.9% | +29.5% | +27.5% |
| 6M | +63.7% | -1.2% | +64.9% | +61.9% |
| YTD | +77.1% | -28.7% | +105.8% | +112.7% |
| 1Y | +79.3% | -32.1% | +111.4% | +121.6% |
| 3Y | +323.8% | +33.4% | +290.3% | +243.0% |
| 5Y | +198.9% | -35.6% | +234.5% | +256.0% |
| All | +70.7% | +6.2% | +64.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling