-25.2%
TGT vs FROG
+192.7%
-217.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.1% |
| 7D | +0.5% | +26.8% | -26.4% | -1.8% |
| 30D | +6.7% | +10.6% | -3.9% | +5.2% |
| 3M | +8.4% | +27.2% | -18.8% | +5.2% |
| 6M | +40.7% | +58.7% | -18.0% | +32.4% |
| YTD | +72.2% | +75.3% | -3.1% | +58.0% |
| 1Y | +86.2% | +71.1% | +15.1% | +71.0% |
| 3Y | +68.8% | +319.6% | -250.8% | +26.1% |
| 5Y | -25.2% | +195.7% | -220.9% | -47.0% |
| All | -25.2% | +192.7% | -217.9% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling