+55.9%
FROG vs TECH
+21.2%
+34.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.2% | +35.2% | +35.3% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | +2.9% | +0.3% | +2.5% | +2.8% |
| 3M | +21.6% | +1.3% | +20.3% | +21.1% |
| 6M | +87.7% | +54.0% | +33.7% | +59.5% |
| YTD | +61.7% | +24.3% | +37.4% | +46.0% |
| 1Y | +113.7% | +25.8% | +87.9% | +91.1% |
| 3Y | +267.7% | +26.0% | +241.8% | +197.6% |
| 5Y | +158.8% | -40.1% | +198.9% | +193.7% |
| All | +55.9% | +21.2% | +34.7% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling