+52.7%
TRI vs FROG
+22.9%
+29.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -5.1% |
| 7D | -0.5% | -11.3% | +10.8% | +0.7% |
| 30D | +7.9% | +3.6% | +4.2% | +7.3% |
| 3M | +24.1% | +1.7% | +22.4% | +23.3% |
| 6M | +3.8% | +123.5% | -119.7% | -4.8% |
| YTD | -16.9% | +40.2% | -57.1% | -21.1% |
| 1Y | -38.4% | +81.0% | -119.4% | -42.9% |
| 3Y | -12.2% | +194.8% | -207.0% | -23.7% |
| 5Y | -1.8% | +131.8% | -133.6% | -16.1% |
| All | +52.7% | +22.9% | +29.8% | +32.8% |
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 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