+154.5%
TRV vs FROG
+133.6%
+20.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.2% | -4.8% | +5.0% | +0.2% |
| 30D | -2.3% | -0.9% | -1.4% | -2.3% |
| 3M | +22.7% | +7.5% | +15.2% | +22.6% |
| 6M | +21.9% | +107.0% | -85.1% | +20.9% |
| YTD | +27.5% | +39.8% | -12.3% | +27.1% |
| 1Y | +36.2% | +74.8% | -38.6% | +35.0% |
| 3Y | +140.6% | +219.3% | -78.7% | +135.6% |
| 5Y | +154.5% | +133.0% | +21.5% | +164.0% |
| All | +154.5% | +133.6% | +20.9% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling