+351.3%
FROG vs TLN
+683.0%
-331.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.2% | -0.1% | +5.5% |
| 7D | +27.1% | +9.1% | +18.1% | +25.0% |
| 30D | +5.8% | -4.1% | +9.9% | +6.6% |
| 3M | +20.8% | +4.4% | +16.4% | +19.4% |
| 6M | +53.3% | -6.0% | +59.4% | +53.6% |
| YTD | +73.2% | -3.1% | +76.3% | +70.0% |
| 1Y | +80.3% | -6.1% | +86.4% | +77.7% |
| 3Y | +318.3% | +575.3% | -257.0% | +195.4% |
| All | +351.3% | +683.0% | -331.7% | +239.7% |
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