+265.5%
FROG vs TLN
+583.6%
-318.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -4.0% |
| 7D | -11.3% | +7.1% | -18.3% | -12.5% |
| 30D | +3.6% | -3.9% | +7.5% | +4.2% |
| 3M | +1.7% | -16.2% | +17.8% | +4.5% |
| 6M | +123.5% | -5.8% | +129.3% | +122.6% |
| YTD | +40.2% | -15.4% | +55.7% | +41.6% |
| 1Y | +81.0% | -16.7% | +97.7% | +82.5% |
| 3Y | +194.8% | +473.8% | -279.0% | +114.8% |
| All | +265.5% | +583.6% | -318.1% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling