+328.5%
FROG vs TECH
+29.6%
+298.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +23.5% | +0.5% | +23.0% | +23.4% |
| 3M | +19.4% | +1.1% | +18.3% | +19.2% |
| 6M | +77.0% | +62.8% | +14.2% | +62.1% |
| YTD | +81.9% | +24.5% | +57.4% | +73.0% |
| 1Y | +90.7% | +20.6% | +70.0% | +82.2% |
| 3Y | +328.5% | +29.5% | +299.0% | +297.8% |
| All | +328.5% | +29.6% | +298.9% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling