+35.2%
FROG vs TRMB
+13.2%
+22.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | -11.3% | -2.5% | -8.8% | -9.9% |
| 30D | +3.6% | +1.5% | +2.1% | +2.9% |
| 3M | +1.7% | +6.8% | -5.1% | -3.0% |
| 6M | +123.5% | -14.9% | +138.5% | +145.2% |
| YTD | +40.2% | -24.1% | +64.3% | +64.7% |
| 1Y | +81.0% | -25.4% | +106.4% | +114.0% |
| 3Y | +194.8% | +8.0% | +186.7% | +172.5% |
| 5Y | +131.8% | -37.3% | +169.1% | +177.2% |
| All | +35.2% | +13.2% | +22.0% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling