+130.6%
FROG vs TW
+22.4%
+108.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.2% |
| 7D | -5.5% | -3.5% | -2.0% | -4.3% |
| 30D | -3.1% | +0.5% | -3.6% | -3.4% |
| 3M | +1.2% | +4.9% | -3.7% | -2.2% |
| 6M | +113.7% | -17.1% | +130.8% | +128.3% |
| YTD | +38.9% | -3.9% | +42.7% | +37.4% |
| 1Y | +72.0% | -13.3% | +85.2% | +78.9% |
| 3Y | +217.1% | +20.9% | +196.2% | +160.5% |
| 5Y | +130.6% | +20.5% | +110.1% | +79.5% |
| All | +130.6% | +22.4% | +108.2% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling