+35.2%
FROG vs TRU
-6.2%
+41.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -0.8% |
| 7D | -11.3% | -6.8% | -4.5% | -8.7% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | +1.7% | +13.3% | -11.6% | -4.9% |
| 6M | +123.5% | +3.4% | +120.1% | +116.5% |
| YTD | +40.2% | -6.4% | +46.6% | +41.1% |
| 1Y | +81.0% | -9.7% | +90.7% | +83.8% |
| 3Y | +194.8% | +0.1% | +194.6% | +167.6% |
| 5Y | +131.8% | -34.0% | +165.8% | +138.7% |
| All | +35.2% | -6.2% | +41.4% | +31.4% |
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 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