+59.9%
TXN vs FROG
+133.6%
-73.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | +2.7% | -4.8% | +7.5% | +3.3% |
| 30D | -6.7% | -0.9% | -5.8% | -6.8% |
| 3M | -8.9% | +7.5% | -16.4% | -10.2% |
| 6M | +34.7% | +107.0% | -72.3% | +19.8% |
| YTD | +53.3% | +39.8% | +13.5% | +43.1% |
| 1Y | +45.0% | +74.8% | -29.8% | +28.9% |
| 3Y | +73.1% | +219.3% | -146.2% | +29.4% |
| 5Y | +59.9% | +133.0% | -73.1% | +22.4% |
| All | +59.9% | +133.6% | -73.7% | +22.4% |
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