+413.8%
TPR vs FROG
+307.0%
+106.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.7% | +2.3% |
| 7D | +12.7% | +27.1% | -14.4% | +11.9% |
| 30D | +17.1% | +5.8% | +11.2% | +17.0% |
| 3M | -15.9% | +20.8% | -36.7% | -16.7% |
| 6M | +2.6% | +53.3% | -50.7% | -1.1% |
| YTD | +7.5% | +73.2% | -65.7% | +1.5% |
| 1Y | +32.9% | +80.3% | -47.4% | +24.4% |
| 3Y | +413.8% | +318.3% | +95.5% | +256.8% |
| All | +413.8% | +307.0% | +106.8% | +256.8% |
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