+33.9%
FROG vs TXT
+104.7%
-70.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -3.1% | -11.1% | +7.9% | +0.7% |
| 3M | +1.2% | -13.0% | +14.2% | +6.0% |
| 6M | +113.7% | -16.2% | +129.9% | +125.2% |
| YTD | +38.9% | -8.7% | +47.6% | +40.0% |
| 1Y | +72.0% | -3.8% | +75.8% | +69.9% |
| 3Y | +217.1% | +5.5% | +211.6% | +195.8% |
| 5Y | +130.6% | +12.3% | +118.3% | +108.2% |
| All | +33.9% | +104.7% | -70.8% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling