+148.1%
TRV vs FROG
+335.2%
-187.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +2.0% | +12.5% | -10.5% | +2.0% |
| 30D | +6.7% | +23.5% | -16.8% | +6.8% |
| 3M | +9.4% | +19.4% | -10.0% | +9.5% |
| 6M | +37.7% | +77.0% | -39.3% | +37.0% |
| YTD | +40.6% | +81.9% | -41.3% | +40.1% |
| 1Y | +42.4% | +90.7% | -48.2% | +41.5% |
| 3Y | +148.1% | +328.5% | -180.4% | +142.3% |
| All | +148.1% | +335.2% | -187.1% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling