No Trace of Tracy (S01E04)

Roy Pilgrim, a seasoned rocker from the '60s, returns home from his jog, only to be ambushed, knocked out, and bound to his radiator. At four o'clock, a devoted fan arrives at his doorstep and steps inside. But when the clock strikes four, all Roy notices is a frog that hops in and then scampers away. What happened to Tracy?