+880.0%
THC vs FROG
+41.7%
+838.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +35.3% | -36.4% | -4.4% |
| 7D | +3.7% | +7.0% | -3.3% | +2.5% |
| 30D | +9.0% | +2.9% | +6.2% | +8.0% |
| 3M | +10.4% | +21.6% | -11.2% | +6.9% |
| 6M | +45.7% | +87.7% | -42.0% | +32.1% |
| YTD | +42.6% | +61.7% | -19.1% | +30.2% |
| 1Y | +38.8% | +113.7% | -74.9% | +20.3% |
| 3Y | +418.8% | +267.7% | +151.1% | +291.4% |
| 5Y | +275.7% | +158.8% | +116.9% | +170.5% |
| All | +880.0% | +41.7% | +838.4% | +609.9% |
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