+261.5%
TPR vs FROG
+170.5%
+91.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.1% |
| 7D | +12.1% | +17.0% | -5.0% | +9.4% |
| 30D | +16.7% | +1.3% | +15.4% | +15.5% |
| 3M | -17.4% | +17.5% | -34.9% | -20.5% |
| 6M | +2.3% | +46.8% | -44.5% | -6.3% |
| YTD | +7.1% | +65.8% | -58.6% | -6.2% |
| 1Y | +29.5% | +61.0% | -31.5% | +13.9% |
| 3Y | +415.0% | +296.7% | +118.3% | +237.1% |
| 5Y | +261.5% | +177.8% | +83.6% | +143.9% |
| All | +261.5% | +170.5% | +91.0% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling