+74.8%
FROG vs TW
-13.2%
+88.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -0.9% | -0.6% | -0.3% | -0.9% |
| 3M | +7.5% | +3.4% | +4.1% | +6.6% |
| 6M | +107.0% | -18.4% | +125.5% | +114.1% |
| YTD | +39.8% | -3.9% | +43.7% | +42.9% |
| 1Y | +74.8% | -13.3% | +88.1% | +71.0% |
| All | +74.8% | -13.2% | +88.1% | +71.0% |
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