+295.0%
FROG vs TSLQ
-97.2%
+392.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.8% |
| 7D | -0.5% | -6.6% | +6.1% | -1.4% |
| 30D | +1.3% | -24.3% | +25.6% | -1.5% |
| 3M | +11.1% | -3.6% | +14.7% | +12.9% |
| 6M | +108.3% | -12.0% | +120.3% | +112.3% |
| YTD | +39.6% | +1.4% | +38.2% | +46.0% |
| 1Y | +74.7% | -43.6% | +118.3% | +71.8% |
| 3Y | +224.1% | -95.4% | +319.5% | +172.7% |
| All | +295.0% | -97.2% | +392.2% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling