+15.6%
TFC vs FROG
+125.4%
-109.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +2.2% | -5.5% | +7.7% | +2.9% |
| 30D | -2.5% | -3.1% | +0.6% | -2.4% |
| 3M | +4.5% | +1.2% | +3.3% | +3.7% |
| 6M | +11.0% | +113.7% | -102.7% | -1.1% |
| YTD | +5.9% | +38.9% | -33.0% | -1.0% |
| 1Y | +14.6% | +72.0% | -57.4% | +2.8% |
| 3Y | +96.7% | +217.1% | -120.4% | +52.0% |
| 5Y | +15.6% | +130.6% | -115.0% | -7.7% |
| All | +15.6% | +125.4% | -109.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling