+36.8%
FROG vs TRU
-9.6%
+46.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -2.2% | -9.4% | +7.2% | +1.9% |
| 30D | +3.0% | -4.1% | +7.1% | +4.6% |
| 3M | +10.3% | +13.6% | -3.3% | +3.1% |
| 6M | +116.7% | +3.6% | +113.1% | +109.6% |
| YTD | +41.9% | -9.8% | +51.7% | +45.1% |
| 1Y | +78.5% | -13.6% | +92.2% | +84.8% |
| 3Y | +224.1% | -2.0% | +226.1% | +196.2% |
| 5Y | +142.4% | -35.8% | +178.2% | +153.1% |
| All | +36.8% | -9.6% | +46.5% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling