+317.2%
FROG vs TSLQ
-97.1%
+414.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +0.5% |
| 7D | +48.2% | -26.6% | +74.8% | +43.2% |
| 30D | +11.4% | -17.5% | +28.9% | +10.3% |
| 3M | +28.5% | -41.7% | +70.2% | +23.7% |
| 6M | +63.7% | -16.9% | +80.7% | +65.6% |
| YTD | +77.1% | -21.9% | +99.0% | +80.4% |
| 1Y | +79.3% | -32.5% | +111.9% | +81.1% |
| All | +317.2% | -97.1% | +414.3% | +287.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling