+33.9%
FROG vs TECH
+20.4%
+13.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -3.1% | +0.1% | -3.3% | -3.1% |
| 3M | +1.2% | +37.5% | -36.3% | -10.0% |
| 6M | +113.7% | +34.6% | +79.1% | +88.5% |
| YTD | +38.9% | +23.5% | +15.4% | +25.6% |
| 1Y | +72.0% | +34.4% | +37.6% | +48.7% |
| 3Y | +217.1% | +2.3% | +214.8% | +186.4% |
| 5Y | +130.6% | -41.7% | +172.3% | +163.7% |
| All | +33.9% | +20.4% | +13.4% | +30.3% |
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