+81.0%
FROG vs TSLQ
-50.5%
+131.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.0% | -15.3% | -1.8% |
| 7D | -11.3% | -5.8% | -5.5% | -11.5% |
| 30D | +3.6% | -22.1% | +25.7% | +1.7% |
| 3M | +1.7% | +10.1% | -8.4% | +3.9% |
| 6M | +123.5% | -6.8% | +130.3% | +124.7% |
| YTD | +40.2% | +8.5% | +31.7% | +42.7% |
| 1Y | +81.0% | -49.7% | +130.7% | +85.9% |
| All | +81.0% | -50.5% | +131.5% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling