-0.8%
TFC vs FROG
+88.4%
-89.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | +0.1% |
| 7D | +1.2% | +7.0% | -5.8% | +1.5% |
| 30D | +8.3% | +2.9% | +5.5% | +8.7% |
| 3M | -5.2% | +21.6% | -26.8% | -4.3% |
| 6M | -0.8% | +87.7% | -88.5% | -0.1% |
| All | -0.8% | +88.4% | -89.2% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling