+1,926.3%
TRGP vs FROG
+22.9%
+1,903.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | +0.8% | -11.3% | +12.1% | +1.5% |
| 30D | +11.5% | +3.6% | +7.9% | +11.0% |
| 3M | +9.0% | +1.7% | +7.3% | +8.4% |
| 6M | +20.5% | +123.5% | -103.0% | +12.5% |
| YTD | +59.5% | +40.2% | +19.3% | +53.7% |
| 1Y | +77.9% | +81.0% | -3.1% | +66.5% |
| 3Y | +253.6% | +194.8% | +58.8% | +207.7% |
| 5Y | +615.5% | +131.8% | +483.7% | +503.6% |
| All | +1,926.3% | +22.9% | +1,903.4% | +1,590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling