+67.0%
FROG vs TXT
+119.9%
-52.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.5% |
| 7D | +27.1% | -3.5% | +30.6% | +28.4% |
| 30D | +5.8% | +15.2% | -9.3% | +0.6% |
| 3M | +20.8% | -4.5% | +25.3% | +22.0% |
| 6M | +53.3% | -6.1% | +59.4% | +55.3% |
| YTD | +73.2% | -2.0% | +75.2% | +69.6% |
| 1Y | +80.3% | +4.2% | +76.1% | +72.4% |
| 3Y | +318.3% | +14.4% | +303.9% | +277.5% |
| 5Y | +179.9% | +12.3% | +167.6% | +146.3% |
| All | +67.0% | +119.9% | -52.9% | +47.4% |
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