+85.4%
FROG vs TXT
+9.2%
+76.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.6% |
| 7D | -14.1% | +10.6% | -24.7% | -13.2% |
| 30D | -11.8% | +14.4% | -26.2% | -10.8% |
| 3M | +0.1% | -2.7% | +2.9% | +1.0% |
| 6M | +64.2% | -4.7% | +68.9% | +65.6% |
| YTD | +38.2% | -0.5% | +38.8% | +27.4% |
| 1Y | +85.4% | +8.7% | +76.7% | +30.0% |
| All | +85.4% | +9.2% | +76.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling