+24.8%
TGT vs FROG
+22.3%
+2.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -5.2% | -0.5% | -4.8% | -5.2% |
| 30D | +1.2% | +1.3% | -0.1% | +0.9% |
| 3M | +18.4% | +11.1% | +7.3% | +16.7% |
| 6M | +33.4% | +108.3% | -74.9% | +22.8% |
| YTD | +63.8% | +39.6% | +24.2% | +55.8% |
| 1Y | +77.2% | +74.7% | +2.4% | +63.1% |
| 3Y | +41.8% | +224.1% | -182.3% | +16.6% |
| 5Y | -25.5% | +138.4% | -163.9% | -40.3% |
| All | +24.8% | +22.3% | +2.5% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling