+271.5%
TRGP vs FROG
+224.1%
+47.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -0.6% | -2.2% | +1.6% | -0.5% |
| 30D | +10.0% | +3.0% | +7.0% | +9.7% |
| 3M | +7.6% | +10.3% | -2.7% | +6.7% |
| 6M | +26.8% | +116.7% | -89.9% | +19.9% |
| YTD | +60.6% | +41.9% | +18.6% | +56.4% |
| 1Y | +82.5% | +78.5% | +4.0% | +72.2% |
| All | +271.5% | +224.1% | +47.4% | +191.4% |
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 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