+40.7%
THC vs FROG
+83.7%
-43.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +9.4% |
| 7D | +8.8% | -14.1% | +22.9% | +8.0% |
| 30D | +12.6% | -11.8% | +24.4% | +12.0% |
| 3M | +15.4% | +0.1% | +15.2% | +15.7% |
| 6M | +57.7% | +64.2% | -6.5% | +61.9% |
| YTD | +47.1% | +38.2% | +8.8% | +51.9% |
| 1Y | +40.7% | +85.4% | -44.7% | +43.8% |
| All | +40.7% | +83.7% | -43.0% | +43.8% |
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