+313.1%
FROG vs TENB
+15.3%
+297.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.4% | +4.3% |
| 7D | +26.8% | -9.3% | +36.2% | +34.5% |
| 30D | +10.6% | +5.3% | +5.3% | +6.7% |
| 3M | +27.2% | +13.5% | +13.7% | +15.8% |
| 6M | +58.7% | +101.5% | -42.8% | -4.2% |
| YTD | +75.3% | +82.4% | -7.1% | +13.9% |
| 1Y | +71.1% | +53.0% | +18.0% | +24.5% |
| All | +313.1% | +15.3% | +297.8% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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