+130.6%
FROG vs TRMB
-37.5%
+168.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | -5.5% | -0.3% | -5.2% | -5.3% |
| 30D | -3.1% | -1.2% | -1.9% | -2.2% |
| 3M | +1.2% | +9.6% | -8.4% | -5.4% |
| 6M | +113.7% | -16.1% | +129.8% | +138.3% |
| YTD | +38.9% | -25.0% | +63.8% | +66.4% |
| 1Y | +72.0% | -27.7% | +99.7% | +110.3% |
| 3Y | +217.1% | +15.3% | +201.8% | +174.9% |
| 5Y | +130.6% | -37.4% | +168.0% | +204.7% |
| All | +130.6% | -37.5% | +168.1% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling