+84.6%
TRGP vs FROG
+73.1%
+11.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -0.7% | -4.8% | +4.1% | -0.9% |
| 30D | +9.5% | -0.9% | +10.4% | +9.5% |
| 3M | +10.8% | +7.5% | +3.4% | +11.2% |
| 6M | +25.3% | +107.0% | -81.7% | +28.1% |
| YTD | +60.3% | +39.8% | +20.5% | +64.7% |
| 1Y | +84.6% | +74.8% | +9.7% | +85.9% |
| All | +84.6% | +73.1% | +11.5% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling