+266.0%
TRV vs FROG
+22.9%
+243.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | -0.1% | -11.3% | +11.1% | -0.2% |
| 30D | -3.4% | +3.6% | -7.1% | -3.4% |
| 3M | +26.4% | +1.7% | +24.7% | +26.4% |
| 6M | +19.3% | +123.5% | -104.2% | +19.5% |
| YTD | +28.3% | +40.2% | -11.9% | +28.7% |
| 1Y | +34.3% | +81.0% | -46.7% | +34.4% |
| 3Y | +140.1% | +194.8% | -54.6% | +140.8% |
| 5Y | +155.7% | +131.8% | +23.9% | +155.1% |
| All | +266.0% | +22.9% | +243.1% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling