+40.9%
TTWO vs FROG
+136.2%
-95.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.2% | +2.5% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | -13.4% | +3.0% | -16.4% | -14.1% |
| 3M | +3.1% | +10.3% | -7.2% | +0.9% |
| 6M | +3.8% | +116.7% | -112.9% | -9.2% |
| YTD | -15.3% | +41.9% | -57.2% | -21.8% |
| 1Y | -11.1% | +78.5% | -89.6% | -21.6% |
| 3Y | +52.0% | +224.1% | -172.2% | +11.4% |
| 5Y | +40.9% | +142.4% | -101.5% | +2.9% |
| All | +40.9% | +136.2% | -95.3% | +2.9% |
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