+118.7%
TXN vs FROG
+24.4%
+94.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +2.0% | -2.2% | +4.1% | +2.2% |
| 30D | -8.0% | +3.0% | -10.9% | -8.4% |
| 3M | -7.8% | +10.3% | -18.1% | -9.3% |
| 6M | +32.4% | +116.7% | -84.3% | +17.7% |
| YTD | +51.7% | +41.9% | +9.8% | +41.6% |
| 1Y | +44.3% | +78.5% | -34.2% | +28.8% |
| 3Y | +71.3% | +224.1% | -152.9% | +32.4% |
| 5Y | +56.4% | +142.4% | -86.0% | +20.3% |
| All | +118.7% | +24.4% | +94.3% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling