+68.8%
TFC vs FROG
+22.9%
+45.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | +2.4% | -11.3% | +13.7% | +3.4% |
| 30D | -1.3% | +3.6% | -4.9% | -1.8% |
| 3M | +6.1% | +1.7% | +4.4% | +5.4% |
| 6M | +7.3% | +123.5% | -116.2% | -1.7% |
| YTD | +8.2% | +40.2% | -32.1% | +2.9% |
| 1Y | +14.4% | +81.0% | -66.6% | +5.3% |
| 3Y | +93.7% | +194.8% | -101.0% | +64.7% |
| 5Y | +16.4% | +131.8% | -115.4% | -4.9% |
| All | +68.8% | +22.9% | +45.9% | +36.0% |
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