+317.2%
FROG vs TXG
+67.8%
+249.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +2.0% |
| 7D | +48.2% | +1.8% | +46.4% | +47.8% |
| 30D | +11.4% | -17.7% | +29.1% | +15.8% |
| 3M | +28.5% | +2.3% | +26.2% | +27.2% |
| 6M | +63.7% | +182.5% | -118.8% | +33.7% |
| YTD | +77.1% | +262.4% | -185.3% | +36.2% |
| 1Y | +79.3% | +254.1% | -174.8% | +38.0% |
| All | +317.2% | +67.8% | +249.4% | +265.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling