+81.0%
FROG vs TXG
+372.5%
-291.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -11.3% | +1.8% | -13.1% | -11.6% |
| 30D | +3.6% | +32.0% | -28.4% | -3.8% |
| 3M | +1.7% | +87.0% | -85.3% | -14.4% |
| 6M | +123.5% | +180.1% | -56.5% | +65.7% |
| YTD | +40.2% | +284.1% | -243.9% | -9.0% |
| 1Y | +81.0% | +361.7% | -280.7% | +2.6% |
| All | +81.0% | +372.5% | -291.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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