+68.2%
FROG vs TXT
+4.2%
+64.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +7.6% |
| 7D | +27.1% | -3.5% | +30.6% | +26.4% |
| 30D | +5.8% | +15.2% | -9.3% | +8.2% |
| 3M | +20.8% | -4.5% | +25.3% | +21.2% |
| 6M | +53.3% | -6.1% | +59.4% | +53.5% |
| YTD | +73.2% | -2.0% | +75.2% | +67.2% |
| All | +68.2% | +4.2% | +64.0% | +55.1% |
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