-10.8%
TTWO vs FROG
+83.7%
-94.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | -8.8% | -11.3% | +2.5% | -8.1% |
| 30D | -8.6% | +3.6% | -12.3% | -9.0% |
| 3M | -0.9% | +1.7% | -2.6% | -1.3% |
| 6M | -0.5% | +123.5% | -124.0% | -5.3% |
| YTD | -16.1% | +40.2% | -56.4% | -21.6% |
| 1Y | -10.8% | +81.0% | -91.8% | -10.3% |
| All | -10.8% | +83.7% | -94.5% | -10.3% |
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 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