+318.3%
FROG vs TW
+40.3%
+278.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.7% | +7.1% |
| 7D | +27.1% | +3.4% | +23.7% | +26.4% |
| 30D | +5.8% | +15.5% | -9.6% | +3.2% |
| 3M | +20.8% | +25.1% | -4.3% | +16.1% |
| 6M | +53.3% | +18.2% | +35.2% | +48.2% |
| YTD | +73.2% | +19.7% | +53.5% | +66.6% |
| 1Y | +80.3% | +18.1% | +62.2% | +74.1% |
| 3Y | +318.3% | +40.5% | +277.8% | +298.6% |
| All | +318.3% | +40.3% | +278.0% | +298.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling