+44.3%
TXN vs FROG
+76.4%
-32.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.0% |
| 7D | +2.0% | -2.2% | +4.1% | +1.9% |
| 30D | -8.0% | +3.0% | -10.9% | -7.7% |
| 3M | -7.8% | +10.3% | -18.1% | -7.1% |
| 6M | +32.4% | +116.7% | -84.3% | +35.5% |
| YTD | +51.7% | +41.9% | +9.8% | +57.3% |
| 1Y | +44.3% | +78.5% | -34.2% | +48.9% |
| All | +44.3% | +76.4% | -32.1% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling