+31.7%
TGT vs FROG
+22.9%
+8.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +0.8% | -11.3% | +12.1% | +1.7% |
| 30D | +12.2% | +3.6% | +8.5% | +11.7% |
| 3M | +33.8% | +1.7% | +32.1% | +32.9% |
| 6M | +39.3% | +123.5% | -84.2% | +27.2% |
| YTD | +72.9% | +40.2% | +32.6% | +64.3% |
| 1Y | +84.6% | +81.0% | +3.6% | +69.2% |
| 3Y | +46.2% | +194.8% | -148.5% | +21.8% |
| 5Y | -21.3% | +131.8% | -153.2% | -36.9% |
| All | +31.7% | +22.9% | +8.8% | +6.9% |
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