+549.5%
BTSG vs FROG
+232.8%
+316.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +8.5% | +48.2% | -39.7% | +3.3% |
| 30D | +14.0% | +11.4% | +2.6% | +11.8% |
| 3M | +19.7% | +28.5% | -8.8% | +15.0% |
| 6M | +28.7% | +63.7% | -35.0% | +19.2% |
| YTD | +90.8% | +77.1% | +13.7% | +72.4% |
| 1Y | +112.4% | +79.3% | +33.1% | +91.4% |
| All | +549.5% | +232.8% | +316.7% | +431.1% |
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