+215.5%
FROG vs TXG
-65.2%
+280.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +3.2% |
| 7D | +12.5% | -1.8% | +14.3% | +13.1% |
| 30D | +23.5% | -20.4% | +43.9% | +31.9% |
| 3M | +19.4% | +0.1% | +19.3% | +17.4% |
| 6M | +77.0% | +176.2% | -99.2% | +27.0% |
| YTD | +81.9% | +256.8% | -174.9% | +17.7% |
| 1Y | +90.7% | +255.9% | -165.2% | +22.5% |
| 3Y | +328.5% | +60.2% | +268.3% | +219.4% |
| All | +215.5% | -65.2% | +280.6% | +345.6% |
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 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