+81.0%
FROG vs TW
-15.9%
+96.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -11.3% | -2.3% | -9.0% | -11.3% |
| 30D | +3.6% | +3.9% | -0.3% | +3.8% |
| 3M | +1.7% | +5.7% | -4.0% | +1.1% |
| 6M | +123.5% | -14.5% | +138.0% | +129.3% |
| YTD | +40.2% | -0.9% | +41.1% | +43.6% |
| 1Y | +81.0% | -13.5% | +94.5% | +68.6% |
| All | +81.0% | -15.9% | +96.9% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling