+14.6%
TFC vs FROG
+73.6%
-59.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | +2.2% | -5.5% | +7.7% | +2.3% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | +4.5% | +1.2% | +3.3% | +4.6% |
| 6M | +11.0% | +113.7% | -102.7% | +8.3% |
| YTD | +5.9% | +38.9% | -33.0% | +4.9% |
| 1Y | +14.6% | +72.0% | -57.4% | +10.6% |
| All | +14.6% | +73.6% | -59.0% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling