+157.8%
TXN vs FROG
+59.4%
+98.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.6% | -3.2% |
| 7D | +9.5% | +12.5% | -3.0% | +8.0% |
| 30D | +8.7% | +23.5% | -14.8% | +5.3% |
| 3M | +11.6% | +19.4% | -7.8% | +8.2% |
| 6M | +0.1% | +77.0% | -76.9% | -8.1% |
| YTD | +78.8% | +81.9% | -3.1% | +60.7% |
| 1Y | +91.2% | +90.7% | +0.6% | +70.4% |
| 3Y | +125.8% | +328.5% | -202.7% | +67.8% |
| 5Y | +83.8% | +207.0% | -123.2% | +36.5% |
| All | +157.8% | +59.4% | +98.4% | +100.6% |
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