+816.8%
THC vs FROG
+22.9%
+793.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | -0.7% | -11.3% | +10.6% | +0.6% |
| 30D | +1.3% | +3.6% | -2.4% | +0.6% |
| 3M | +64.2% | +1.7% | +62.6% | +62.8% |
| 6M | +8.3% | +123.5% | -115.3% | -4.0% |
| YTD | +33.4% | +40.2% | -6.9% | +24.7% |
| 1Y | +37.7% | +81.0% | -43.3% | +22.5% |
| 3Y | +236.8% | +194.8% | +42.0% | +163.0% |
| 5Y | +249.3% | +131.8% | +117.4% | +157.0% |
| All | +816.8% | +22.9% | +793.9% | +579.9% |
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