+75.3%
FROG vs TRU
-4.7%
+80.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +23.5% | +21.3% | +2.2% | +12.9% |
| 3M | +19.4% | +0.2% | +19.2% | +17.3% |
| 6M | +77.0% | +22.4% | +54.6% | +57.9% |
| YTD | +81.9% | -4.8% | +86.7% | +79.1% |
| 1Y | +90.7% | -0.2% | +90.8% | +83.6% |
| 3Y | +328.5% | +57.9% | +270.6% | +213.5% |
| 5Y | +207.0% | -26.1% | +233.2% | +203.9% |
| All | +75.3% | -4.7% | +80.0% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling