+1,985.5%
TRGP vs FROG
+59.4%
+1,926.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.2% |
| 7D | +12.4% | +12.5% | -0.1% | +11.6% |
| 30D | +2.6% | +23.5% | -20.9% | +1.1% |
| 3M | +11.9% | +19.4% | -7.5% | +10.2% |
| 6M | +13.9% | +77.0% | -63.1% | +8.9% |
| YTD | +64.2% | +81.9% | -17.7% | +55.3% |
| 1Y | +78.5% | +90.7% | -12.2% | +67.9% |
| 3Y | +272.9% | +328.5% | -55.6% | +216.3% |
| 5Y | +510.7% | +207.0% | +303.7% | +405.7% |
| All | +1,985.5% | +59.4% | +1,926.1% | +1,607.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling