+130.6%
FROG vs TRU
-35.2%
+165.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.3% |
| 7D | -5.5% | -7.2% | +1.7% | -2.4% |
| 30D | -3.1% | -2.8% | -0.3% | -2.1% |
| 3M | +1.2% | +13.0% | -11.8% | -5.6% |
| 6M | +113.7% | +0.7% | +113.0% | +109.0% |
| YTD | +38.9% | -9.0% | +47.9% | +41.5% |
| 1Y | +72.0% | -16.3% | +88.3% | +81.1% |
| 3Y | +217.1% | -1.1% | +218.2% | +186.5% |
| 5Y | +130.6% | -36.0% | +166.6% | +174.4% |
| All | +130.6% | -35.2% | +165.8% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling