+34.8%
FROG vs TW
+93.7%
-58.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -0.9% | -0.6% | -0.3% | -0.8% |
| 3M | +7.5% | +3.4% | +4.1% | +4.6% |
| 6M | +107.0% | -18.4% | +125.5% | +122.4% |
| YTD | +39.8% | -3.9% | +43.7% | +38.4% |
| 1Y | +74.8% | -13.3% | +88.1% | +81.5% |
| 3Y | +219.3% | +20.8% | +198.4% | +167.9% |
| 5Y | +133.0% | +20.3% | +112.7% | +87.9% |
| All | +34.8% | +93.7% | -58.9% | -16.9% |
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