+34.8%
FROG vs TECH
+20.3%
+14.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.9% | +0.3% | -1.2% | -1.0% |
| 3M | +7.5% | +32.9% | -25.5% | -3.2% |
| 6M | +107.0% | +32.1% | +75.0% | +83.9% |
| YTD | +39.8% | +23.4% | +16.4% | +26.5% |
| 1Y | +74.8% | +34.1% | +40.8% | +51.3% |
| 3Y | +219.3% | +2.2% | +217.1% | +188.5% |
| 5Y | +133.0% | -41.8% | +174.8% | +166.6% |
| All | +34.8% | +20.3% | +14.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TECH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling