+300.9%
TRV vs FROG
+55.2%
+245.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +0.1% | +48.2% | -48.1% | +0.4% |
| 30D | +8.0% | +11.4% | -3.4% | +8.3% |
| 3M | +9.3% | +28.5% | -19.3% | +9.6% |
| 6M | +36.2% | +63.7% | -27.5% | +36.7% |
| YTD | +40.6% | +77.1% | -36.5% | +41.3% |
| 1Y | +43.1% | +79.3% | -36.3% | +43.8% |
| 3Y | +149.6% | +323.8% | -174.1% | +151.5% |
| 5Y | +181.6% | +198.9% | -17.3% | +182.4% |
| All | +300.9% | +55.2% | +245.7% | +292.5% |
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