+34.8%
FROG vs TRMB
+9.2%
+25.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.1% |
| 7D | -4.8% | -2.9% | -1.9% | -3.1% |
| 30D | -0.9% | -1.8% | +0.8% | +0.2% |
| 3M | +7.5% | +8.4% | -0.9% | +1.5% |
| 6M | +107.0% | -18.5% | +125.5% | +133.0% |
| YTD | +39.8% | -26.7% | +66.5% | +67.7% |
| 1Y | +74.8% | -28.3% | +103.1% | +111.6% |
| 3Y | +219.3% | +12.6% | +206.7% | +187.3% |
| 5Y | +133.0% | -38.7% | +171.7% | +183.4% |
| All | +34.8% | +9.2% | +25.5% | +41.0% |
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