+468.7%
BTSG vs FROG
+161.0%
+307.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | +5.7% | -5.5% | +11.2% | +6.4% |
| 30D | +0.2% | -3.1% | +3.3% | +0.4% |
| 3M | +5.6% | +1.2% | +4.4% | +4.9% |
| 6M | +50.8% | +113.7% | -62.9% | +35.2% |
| YTD | +67.0% | +38.9% | +28.2% | +56.7% |
| 1Y | +145.5% | +72.0% | +73.5% | +122.2% |
| All | +468.7% | +161.0% | +307.7% | +382.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling