+36.8%
FROG vs TXG
-43.7%
+80.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | -2.2% | +5.0% | -7.2% | -3.6% |
| 30D | +3.0% | +13.5% | -10.5% | -1.0% |
| 3M | +10.3% | +128.0% | -117.7% | -14.9% |
| 6M | +116.7% | +224.4% | -107.7% | +47.2% |
| YTD | +41.9% | +307.0% | -265.1% | -10.9% |
| 1Y | +78.5% | +427.2% | -348.7% | +2.2% |
| 3Y | +224.1% | +40.2% | +184.0% | +155.8% |
| 5Y | +142.4% | -64.0% | +206.4% | +181.9% |
| All | +36.8% | -43.7% | +80.5% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling