+48.3%
T vs FROG
+51.8%
-3.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.9% |
| 7D | +1.7% | +27.1% | -25.4% | +2.0% |
| 30D | -1.7% | +5.8% | -7.5% | -1.5% |
| 3M | -7.3% | +20.8% | -28.2% | -7.1% |
| 6M | -11.2% | +53.3% | -64.5% | -11.1% |
| YTD | -8.1% | +73.2% | -81.2% | -7.8% |
| 1Y | -8.0% | +80.3% | -88.3% | -7.8% |
| 3Y | +62.1% | +318.3% | -256.2% | +58.1% |
| 5Y | +55.7% | +179.9% | -124.2% | +49.0% |
| All | +48.3% | +51.8% | -3.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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