+61.4%
TFC vs FROG
+41.7%
+19.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -3.5% |
| 7D | +1.2% | +7.0% | -5.8% | +0.3% |
| 30D | +8.3% | +2.9% | +5.5% | +7.5% |
| 3M | -5.2% | +21.6% | -26.8% | -7.5% |
| 6M | -0.8% | +87.7% | -88.5% | -7.6% |
| YTD | +3.4% | +61.7% | -58.2% | -3.3% |
| 1Y | +17.0% | +113.7% | -96.7% | +5.6% |
| 3Y | +86.2% | +267.7% | -181.6% | +55.0% |
| 5Y | -2.3% | +158.8% | -161.1% | -21.5% |
| All | +61.4% | +41.7% | +19.7% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling