-9.4%
TJX vs FROG
+74.0%
-83.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.4% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -17.2% | +1.3% | -18.5% | -17.1% |
| 3M | -24.9% | +11.1% | -36.0% | -24.6% |
| 6M | -19.7% | +108.3% | -128.0% | -18.7% |
| YTD | -17.2% | +39.6% | -56.8% | -16.2% |
| 1Y | -9.4% | +74.7% | -84.2% | -8.6% |
| All | -9.4% | +74.0% | -83.4% | -8.6% |
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