+144.5%
TJX vs FROG
+21.7%
+122.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -3.3% | -5.5% | +2.2% | -3.0% |
| 30D | -19.9% | -3.1% | -16.7% | -19.8% |
| 3M | -19.0% | +1.2% | -20.3% | -19.4% |
| 6M | -18.6% | +113.7% | -132.2% | -23.3% |
| YTD | -15.3% | +38.9% | -54.2% | -18.1% |
| 1Y | -7.3% | +72.0% | -79.3% | -12.4% |
| 3Y | +46.6% | +217.1% | -170.5% | +27.6% |
| 5Y | +98.5% | +130.6% | -32.1% | +67.4% |
| All | +144.5% | +21.7% | +122.8% | +106.6% |
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 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