+70.7%
FROG vs TECH
+21.3%
+49.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +48.2% | +0.2% | +48.0% | +48.1% |
| 30D | +11.4% | +0.5% | +10.9% | +11.2% |
| 3M | +28.5% | +1.0% | +27.6% | +28.2% |
| 6M | +63.7% | +54.1% | +9.7% | +39.8% |
| YTD | +77.1% | +24.4% | +52.7% | +59.9% |
| 1Y | +79.3% | +19.3% | +60.0% | +64.1% |
| 3Y | +323.8% | +28.5% | +295.2% | +239.5% |
| 5Y | +198.9% | -41.0% | +239.9% | +241.1% |
| All | +70.7% | +21.3% | +49.4% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling