+35.2%
FROG vs TXT
+103.5%
-68.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -11.3% | -4.8% | -6.5% | -9.8% |
| 30D | +3.6% | -10.6% | +14.3% | +7.6% |
| 3M | +1.7% | -13.2% | +14.8% | +6.5% |
| 6M | +123.5% | -20.3% | +143.9% | +139.6% |
| YTD | +40.2% | -9.3% | +49.5% | +41.7% |
| 1Y | +81.0% | -2.7% | +83.7% | +78.0% |
| 3Y | +194.8% | +1.4% | +193.4% | +179.0% |
| 5Y | +131.8% | +9.6% | +122.3% | +109.7% |
| All | +35.2% | +103.5% | -68.3% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling