+67.0%
FROG vs TECH
+21.3%
+45.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.1% | +7.1% |
| 7D | +27.1% | +0.2% | +26.9% | +27.0% |
| 30D | +5.8% | +0.5% | +5.3% | +5.7% |
| 3M | +20.8% | +0.9% | +20.0% | +20.5% |
| 6M | +53.3% | +51.0% | +2.3% | +31.8% |
| YTD | +73.2% | +24.4% | +48.8% | +56.4% |
| 1Y | +80.3% | +27.6% | +52.7% | +60.5% |
| 3Y | +318.3% | +29.9% | +288.4% | +233.2% |
| 5Y | +179.9% | -40.6% | +220.5% | +218.8% |
| All | +67.0% | +21.3% | +45.7% | +62.1% |
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