+432.4%
TRGP vs FROG
+182.9%
+249.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +2.9% |
| 7D | -7.2% | +27.1% | -34.3% | -8.9% |
| 30D | -4.2% | +5.8% | -10.0% | -4.9% |
| 3M | +7.0% | +20.8% | -13.9% | +4.8% |
| 6M | +11.2% | +53.3% | -42.1% | +6.3% |
| YTD | +51.1% | +73.2% | -22.1% | +41.3% |
| 1Y | +62.0% | +80.3% | -18.3% | +50.5% |
| 3Y | +248.2% | +318.3% | -70.1% | +175.8% |
| 5Y | +432.4% | +179.9% | +252.5% | +336.8% |
| All | +432.4% | +182.9% | +249.5% | +336.8% |
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