+167.4%
FROG vs TXT
+7.8%
+159.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.0% | +37.3% | +36.1% |
| 7D | +7.0% | -2.5% | +9.5% | +7.7% |
| 30D | +2.9% | +14.4% | -11.5% | -3.3% |
| 3M | +21.6% | -4.9% | +26.5% | +23.2% |
| 6M | +87.7% | -10.2% | +97.9% | +93.9% |
| YTD | +61.7% | -4.1% | +65.8% | +58.2% |
| 1Y | +113.7% | +4.0% | +109.7% | +100.7% |
| 3Y | +267.7% | +8.0% | +259.8% | +224.5% |
| All | +167.4% | +7.8% | +159.6% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling