+40.7%
TRI vs FROG
+22.3%
+18.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -4.5% | +1.3% | -5.8% | -4.8% |
| 3M | +22.1% | +11.1% | +11.0% | +20.3% |
| 6M | -2.8% | +108.3% | -111.1% | -10.3% |
| YTD | -23.4% | +39.6% | -63.0% | -27.3% |
| 1Y | -41.5% | +74.7% | -116.3% | -45.6% |
| 3Y | -19.2% | +224.1% | -243.3% | -30.3% |
| 5Y | -9.4% | +138.4% | -147.8% | -22.6% |
| All | +40.7% | +22.3% | +18.3% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling