-16.7%
TRI vs FROG
+83.7%
-100.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +6.7% |
| 7D | +1.0% | -14.1% | +15.0% | +3.1% |
| 30D | +20.8% | -11.8% | +32.5% | +22.3% |
| 3M | +8.1% | +0.1% | +8.0% | +6.7% |
| 6M | +24.2% | +64.2% | -40.0% | +12.3% |
| YTD | -7.8% | +38.2% | -46.0% | -19.1% |
| 1Y | -16.7% | +85.4% | -102.1% | -26.1% |
| All | -16.7% | +83.7% | -100.4% | -26.1% |
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 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