-25.0%
TGT vs FROG
+133.6%
-158.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -3.6% | -4.8% | +1.2% | -3.2% |
| 30D | +4.4% | -0.9% | +5.4% | +4.3% |
| 3M | +25.4% | +7.5% | +17.9% | +23.7% |
| 6M | +33.4% | +107.0% | -73.6% | +21.0% |
| YTD | +65.6% | +39.8% | +25.8% | +56.2% |
| 1Y | +80.3% | +74.8% | +5.5% | +63.4% |
| 3Y | +42.1% | +219.3% | -177.1% | +10.7% |
| 5Y | -25.0% | +133.0% | -158.0% | -43.6% |
| All | -25.0% | +133.6% | -158.6% | -43.6% |
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