+85.4%
FROG vs TRU
+2.1%
+83.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -3.4% |
| 7D | -14.1% | +10.5% | -24.6% | -16.2% |
| 30D | -11.8% | +28.7% | -40.5% | -18.2% |
| 3M | +0.1% | +0.7% | -0.5% | +0.6% |
| 6M | +64.2% | +19.3% | +44.9% | +52.0% |
| YTD | +38.2% | -3.7% | +42.0% | +41.1% |
| 1Y | +85.4% | +3.4% | +82.0% | +77.5% |
| All | +85.4% | +2.1% | +83.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling