+904.0%
THC vs FROG
+45.3%
+858.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.8% |
| 7D | +8.8% | +17.0% | -8.2% | +6.6% |
| 30D | +10.0% | +1.3% | +8.8% | +9.1% |
| 3M | +11.7% | +17.5% | -5.8% | +8.6% |
| 6M | +52.5% | +46.8% | +5.7% | +43.3% |
| YTD | +46.1% | +65.8% | -19.7% | +33.0% |
| 1Y | +49.1% | +61.0% | -11.9% | +36.2% |
| 3Y | +439.6% | +296.7% | +142.9% | +302.4% |
| 5Y | +263.2% | +177.8% | +85.3% | +160.8% |
| All | +904.0% | +45.3% | +858.8% | +625.4% |
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