-12.0%
TRI vs FROG
+335.2%
-347.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | -2.9% | +12.5% | -15.4% | -3.9% |
| 30D | +3.7% | +23.5% | -19.8% | +1.3% |
| 3M | +3.7% | +19.4% | -15.7% | +1.4% |
| 6M | +35.1% | +77.0% | -41.9% | +26.0% |
| YTD | -14.0% | +81.9% | -95.9% | -21.9% |
| 1Y | -19.0% | +90.7% | -109.6% | -26.6% |
| 3Y | -12.0% | +328.5% | -340.5% | -25.2% |
| All | -12.0% | +335.2% | -347.2% | -25.2% |
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