+125.3%
FROG vs TECH
-42.5%
+167.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | +0.1% | -11.4% | -11.3% |
| 30D | +3.6% | +0.7% | +2.9% | +3.4% |
| 3M | +1.7% | +36.3% | -34.7% | -9.4% |
| 6M | +123.5% | +25.6% | +98.0% | +102.0% |
| YTD | +40.2% | +23.7% | +16.6% | +26.7% |
| 1Y | +81.0% | +37.6% | +43.3% | +54.5% |
| 3Y | +194.8% | -6.6% | +201.3% | +181.1% |
| All | +125.3% | -42.5% | +167.7% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling