+63.7%
FROG vs TRU
+15.7%
+48.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +0.9% |
| 7D | +48.2% | -2.2% | +50.4% | +48.1% |
| 30D | +11.4% | +20.2% | -8.8% | +8.6% |
| 3M | +28.5% | +2.2% | +26.3% | +30.5% |
| 6M | +63.7% | +17.6% | +46.1% | +55.7% |
| All | +63.7% | +15.7% | +48.1% | +55.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling