+49.9%
TRV vs FROG
+83.7%
-33.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.4% |
| 7D | +3.9% | -14.1% | +17.9% | +3.4% |
| 30D | +13.5% | -11.8% | +25.2% | +13.1% |
| 3M | +8.9% | +0.1% | +8.7% | +9.0% |
| 6M | +36.8% | +64.2% | -27.4% | +39.1% |
| YTD | +42.7% | +38.2% | +4.5% | +46.3% |
| 1Y | +49.9% | +85.4% | -35.5% | +51.3% |
| All | +49.9% | +83.7% | -33.9% | +51.3% |
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