+96.0%
TFC vs FROG
+335.2%
-239.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.1% |
| 7D | +2.3% | +12.5% | -10.2% | +1.6% |
| 30D | +10.8% | +23.5% | -12.7% | +9.1% |
| 3M | -3.8% | +19.4% | -23.2% | -5.2% |
| 6M | +9.6% | +77.0% | -67.4% | +3.9% |
| YTD | +5.8% | +81.9% | -76.1% | -0.9% |
| 1Y | +16.2% | +90.7% | -74.5% | +8.0% |
| 3Y | +96.0% | +328.5% | -232.5% | +43.5% |
| All | +96.0% | +335.2% | -239.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling