+301.7%
FROG vs TSLQ
-97.2%
+398.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.8% |
| 7D | -2.2% | +5.7% | -7.8% | -1.3% |
| 30D | +3.0% | -21.1% | +24.0% | +0.6% |
| 3M | +10.3% | -11.5% | +21.8% | +10.9% |
| 6M | +116.7% | -14.9% | +131.6% | +119.9% |
| YTD | +41.9% | +2.4% | +39.5% | +48.7% |
| 1Y | +78.5% | -49.8% | +128.3% | +72.9% |
| 3Y | +224.1% | -95.8% | +319.9% | +164.7% |
| All | +301.7% | -97.2% | +398.9% | +224.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling