+35.2%
FROG vs TXG
-46.9%
+82.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -11.3% | +1.8% | -13.1% | -11.7% |
| 30D | +3.6% | +32.0% | -28.4% | -5.0% |
| 3M | +1.7% | +87.0% | -85.3% | -17.0% |
| 6M | +123.5% | +180.1% | -56.5% | +58.7% |
| YTD | +40.2% | +284.1% | -243.9% | -10.4% |
| 1Y | +81.0% | +361.7% | -280.7% | +7.7% |
| 3Y | +194.8% | +15.9% | +178.8% | +149.2% |
| 5Y | +131.8% | -66.2% | +198.0% | +174.7% |
| All | +35.2% | -46.9% | +82.1% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling