+265.4%
TRV vs FROG
+24.4%
+241.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.5% |
| 30D | -1.8% | +3.0% | -4.8% | -1.8% |
| 3M | +21.6% | +10.3% | +11.3% | +21.6% |
| 6M | +22.5% | +116.7% | -94.2% | +22.6% |
| YTD | +28.1% | +41.9% | -13.8% | +28.5% |
| 1Y | +37.0% | +78.5% | -41.5% | +37.1% |
| 3Y | +141.9% | +224.1% | -82.2% | +143.0% |
| 5Y | +158.5% | +142.4% | +16.1% | +158.3% |
| All | +265.4% | +24.4% | +241.1% | +256.9% |
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