+64.5%
TFC vs FROG
+51.8%
+12.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.4% |
| 7D | +0.3% | +27.1% | -26.8% | -1.8% |
| 30D | +9.2% | +5.8% | +3.3% | +8.1% |
| 3M | -2.9% | +20.8% | -23.8% | -5.1% |
| 6M | +3.5% | +53.3% | -49.8% | -1.5% |
| YTD | +5.4% | +73.2% | -67.8% | -2.0% |
| 1Y | +17.3% | +80.3% | -63.0% | +8.5% |
| 3Y | +96.7% | +318.3% | -221.7% | +62.0% |
| 5Y | -1.1% | +179.9% | -181.0% | -21.0% |
| All | +64.5% | +51.8% | +12.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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