+267.7%
FROG vs TRMB
+27.3%
+240.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.9% | +34.4% | +34.8% |
| 7D | +7.0% | -16.7% | +23.7% | +17.4% |
| 30D | +2.9% | -9.9% | +12.8% | +7.7% |
| 3M | +21.6% | -7.6% | +29.2% | +25.2% |
| 6M | +87.7% | -14.7% | +102.3% | +102.0% |
| YTD | +61.7% | -30.9% | +92.6% | +97.9% |
| 1Y | +113.7% | -31.3% | +145.0% | +162.0% |
| 3Y | +267.7% | +29.4% | +238.3% | +243.6% |
| All | +267.7% | +27.3% | +240.4% | +243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling