+224.6%
FROG vs TSLQ
-95.6%
+320.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.8% | -8.0% | +3.2% | -5.5% |
| 30D | -0.9% | -23.8% | +22.8% | -3.2% |
| 3M | +7.5% | -7.0% | +14.5% | +8.5% |
| 6M | +107.0% | -17.1% | +124.1% | +108.8% |
| YTD | +39.8% | +0.1% | +39.7% | +44.8% |
| 1Y | +74.8% | -51.2% | +126.0% | +69.9% |
| All | +224.6% | -95.6% | +320.2% | +199.8% |
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