+261.8%
FROG vs TLN
+602.5%
-340.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | -5.5% | +10.9% | -16.4% | -7.4% |
| 30D | -3.1% | -6.3% | +3.2% | -2.1% |
| 3M | +1.2% | -10.7% | +11.9% | +2.8% |
| 6M | +113.7% | +1.6% | +112.0% | +109.7% |
| YTD | +38.9% | -13.1% | +51.9% | +39.5% |
| 1Y | +72.0% | -15.1% | +87.0% | +72.7% |
| 3Y | +217.1% | +495.0% | -277.9% | +129.8% |
| All | +261.8% | +602.5% | -340.6% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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