+43.5%
TJX vs FROG
+224.1%
-180.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -4.4% | -2.2% | -2.2% | -4.3% |
| 30D | -18.6% | +3.0% | -21.5% | -18.7% |
| 3M | -24.4% | +10.3% | -34.7% | -24.6% |
| 6M | -20.2% | +116.7% | -136.9% | -22.7% |
| YTD | -16.9% | +41.9% | -58.9% | -18.1% |
| 1Y | -8.5% | +78.5% | -87.0% | -11.3% |
| All | +43.5% | +224.1% | -180.6% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling