+118.4%
TXN vs FROG
+22.9%
+95.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.2% |
| 7D | -0.1% | -11.3% | +11.2% | +1.3% |
| 30D | -6.9% | +3.6% | -10.6% | -7.5% |
| 3M | -14.9% | +1.7% | -16.6% | -15.6% |
| 6M | +29.0% | +123.5% | -94.5% | +14.1% |
| YTD | +51.5% | +40.2% | +11.2% | +41.6% |
| 1Y | +41.6% | +81.0% | -39.4% | +26.0% |
| 3Y | +65.8% | +194.8% | -128.9% | +30.1% |
| 5Y | +56.8% | +131.8% | -75.0% | +21.2% |
| All | +118.4% | +22.9% | +95.5% | +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 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