+133.0%
FROG vs TXG
-63.6%
+196.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | -4.8% | +9.1% | -14.0% | -7.2% |
| 30D | -0.9% | +14.9% | -15.8% | -5.0% |
| 3M | +7.5% | +120.0% | -112.5% | -15.8% |
| 6M | +107.0% | +221.8% | -114.8% | +42.1% |
| YTD | +39.8% | +312.6% | -272.8% | -11.9% |
| 1Y | +74.8% | +398.4% | -323.6% | +2.6% |
| 3Y | +219.3% | +42.1% | +177.2% | +155.8% |
| 5Y | +133.0% | -63.5% | +196.4% | +186.2% |
| All | +133.0% | -63.6% | +196.6% | +186.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling