+85.4%
FROG vs TSLQ
-17.8%
+103.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.9% | -1.5% |
| 7D | -14.1% | +9.8% | -23.9% | -12.9% |
| 30D | -11.8% | -6.0% | -5.7% | -12.2% |
| 3M | +0.1% | -35.0% | +35.1% | -3.9% |
| 6M | +64.2% | -24.9% | +89.1% | +60.1% |
| YTD | +38.2% | -12.7% | +50.9% | +36.2% |
| 1Y | +85.4% | -21.0% | +106.4% | +85.1% |
| All | +85.4% | -17.8% | +103.2% | +85.1% |
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