+70.7%
FROG vs TRU
-4.8%
+75.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +48.2% | -2.2% | +50.4% | +49.2% |
| 30D | +11.4% | +20.2% | -8.8% | +2.2% |
| 3M | +28.5% | +2.2% | +26.3% | +25.3% |
| 6M | +63.7% | +17.6% | +46.1% | +48.7% |
| YTD | +77.1% | -5.0% | +82.0% | +74.4% |
| 1Y | +79.3% | -1.0% | +80.3% | +73.3% |
| 3Y | +323.8% | +56.5% | +267.3% | +211.3% |
| 5Y | +198.9% | -26.2% | +225.1% | +196.0% |
| All | +70.7% | -4.8% | +75.5% | +62.4% |
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 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