+85.4%
FROG vs TXG
+406.9%
-321.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.3% |
| 7D | -14.1% | -19.3% | +5.2% | -9.5% |
| 30D | -11.8% | -30.9% | +19.1% | -4.5% |
| 3M | +0.1% | +41.1% | -40.9% | -10.8% |
| 6M | +64.2% | +211.9% | -147.7% | +14.4% |
| YTD | +38.2% | +314.0% | -275.7% | -19.8% |
| 1Y | +85.4% | +405.4% | -320.0% | -8.5% |
| All | +85.4% | +406.9% | -321.5% | -8.5% |
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