+69.0%
FROG vs TW
+145.8%
-76.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.5% |
| 7D | +26.8% | +2.8% | +24.0% | +25.5% |
| 30D | +10.6% | +18.1% | -7.5% | +3.5% |
| 3M | +27.2% | +25.2% | +2.0% | +16.3% |
| 6M | +58.7% | +19.1% | +39.6% | +46.2% |
| YTD | +75.3% | +21.9% | +53.4% | +58.0% |
| 1Y | +71.1% | +18.9% | +52.2% | +55.9% |
| 3Y | +319.6% | +41.7% | +277.8% | +235.1% |
| 5Y | +195.7% | +40.4% | +155.2% | +124.8% |
| All | +69.0% | +145.8% | -76.7% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling