+1,946.6%
TRGP vs FROG
+53.7%
+1,892.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.0% | +3.4% |
| 7D | +2.4% | +26.8% | -24.5% | +0.8% |
| 30D | +0.8% | +10.6% | -9.8% | 0.0% |
| 3M | +10.4% | +27.2% | -16.8% | +8.2% |
| 6M | +16.3% | +58.7% | -42.4% | +11.9% |
| YTD | +61.1% | +75.3% | -14.2% | +52.7% |
| 1Y | +71.6% | +71.1% | +0.5% | +62.8% |
| 3Y | +267.5% | +319.6% | -52.1% | +211.9% |
| 5Y | +488.1% | +195.7% | +292.5% | +388.0% |
| All | +1,946.6% | +53.7% | +1,892.9% | +1,578.9% |
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 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