+42.4%
TRV vs FROG
+80.4%
-38.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +1.0% |
| 7D | +0.1% | +48.2% | -48.1% | +2.1% |
| 30D | +8.0% | +11.4% | -3.4% | +9.1% |
| 3M | +9.3% | +28.5% | -19.3% | +11.1% |
| 6M | +36.2% | +63.7% | -27.5% | +40.3% |
| YTD | +40.6% | +77.1% | -36.5% | +46.9% |
| All | +42.4% | +80.4% | -38.0% | +48.5% |
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 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