+293.0%
FROG vs TSLQ
-97.3%
+390.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +7.0% | -2.1% |
| 7D | -5.5% | -8.6% | +3.1% | -6.4% |
| 30D | -3.1% | -24.9% | +21.8% | -5.9% |
| 3M | +1.2% | -1.5% | +2.8% | +3.4% |
| 6M | +113.7% | -18.1% | +131.7% | +115.7% |
| YTD | +38.9% | -0.1% | +39.0% | +44.9% |
| 1Y | +72.0% | -51.4% | +123.4% | +65.8% |
| 3Y | +217.1% | -95.9% | +313.0% | +158.1% |
| All | +293.0% | -97.3% | +390.2% | +215.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling