+88.6%
TGT vs FROG
+83.7%
+4.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.1% | +5.5% |
| 7D | +9.5% | -14.1% | +23.6% | +8.7% |
| 30D | +6.6% | -11.8% | +18.4% | +6.1% |
| 3M | +11.0% | +0.1% | +10.8% | +11.3% |
| 6M | +29.9% | +64.2% | -34.4% | +32.2% |
| YTD | +71.4% | +38.2% | +33.2% | +73.5% |
| 1Y | +88.6% | +85.4% | +3.2% | +89.0% |
| All | +88.6% | +83.7% | +4.9% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling