+414.7%
FROG vs TSLQ
-97.8%
+512.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +3.3% |
| 7D | +12.5% | -16.8% | +29.3% | +9.7% |
| 30D | +23.5% | -18.0% | +41.5% | +22.1% |
| 3M | +19.4% | -34.5% | +53.9% | +15.6% |
| 6M | +77.0% | -8.9% | +85.9% | +82.3% |
| YTD | +81.9% | -19.0% | +100.9% | +87.8% |
| 1Y | +90.7% | -38.2% | +128.9% | +91.0% |
| 3Y | +328.5% | -96.9% | +425.4% | +234.4% |
| All | +414.7% | -97.8% | +512.5% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling