+48.2%
TTWO vs FROG
+218.8%
-170.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | -11.3% | +1.3% | -12.7% | -11.6% |
| 3M | +1.6% | +11.1% | -9.5% | +0.3% |
| 6M | +2.1% | +108.3% | -106.2% | -5.0% |
| YTD | -15.8% | +39.6% | -55.4% | -19.8% |
| 1Y | -12.6% | +74.7% | -87.3% | -18.1% |
| 3Y | +48.2% | +224.1% | -175.9% | +22.7% |
| All | +48.2% | +218.8% | -170.5% | +22.7% |
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