+35.8%
TTWO vs FROG
+21.7%
+14.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.6% | -5.5% | +3.9% | -0.8% |
| 30D | -13.5% | -3.1% | -10.4% | -13.4% |
| 3M | +0.3% | +1.2% | -0.9% | -0.6% |
| 6M | +0.8% | +113.7% | -112.8% | -11.6% |
| YTD | -16.7% | +38.9% | -55.6% | -22.8% |
| 1Y | -14.3% | +72.0% | -86.2% | -23.9% |
| 3Y | +49.4% | +217.1% | -167.7% | +11.9% |
| 5Y | +33.8% | +130.6% | -96.8% | +0.1% |
| All | +35.8% | +21.7% | +14.1% | +7.3% |
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 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