+328.5%
FROG vs TXT
+10.4%
+318.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | +23.5% | +13.3% | +10.2% | +19.4% |
| 3M | +19.4% | -5.0% | +24.4% | +20.7% |
| 6M | +77.0% | -8.4% | +85.4% | +80.5% |
| YTD | +81.9% | -4.0% | +85.8% | +78.2% |
| 1Y | +90.7% | +2.8% | +87.9% | +81.3% |
| 3Y | +328.5% | +10.3% | +318.2% | +291.9% |
| All | +328.5% | +10.4% | +318.1% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling