+81.0%
FROG vs TRU
-7.3%
+88.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -1.4% |
| 7D | -11.3% | -6.8% | -4.5% | -9.3% |
| 30D | +3.6% | 0.0% | +3.6% | +3.6% |
| 3M | +1.7% | +13.3% | -11.6% | -3.8% |
| 6M | +123.5% | +3.4% | +120.1% | +117.5% |
| YTD | +40.2% | -6.4% | +46.6% | +40.6% |
| 1Y | +81.0% | -9.7% | +90.7% | +77.4% |
| All | +81.0% | -7.3% | +88.3% | +77.4% |
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