+72.2%
T vs FROG
+21.7%
+50.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.5% | -5.5% | +4.0% | -1.6% |
| 30D | +7.6% | -3.1% | +10.7% | +7.6% |
| 3M | +15.3% | +1.2% | +14.1% | +15.3% |
| 6M | -8.5% | +113.7% | -122.1% | -8.9% |
| YTD | +6.8% | +38.9% | -32.1% | +6.8% |
| 1Y | -7.2% | +72.0% | -79.2% | -7.7% |
| 3Y | +108.2% | +217.1% | -108.9% | +102.6% |
| 5Y | +66.1% | +130.6% | -64.6% | +58.4% |
| All | +72.2% | +21.7% | +50.5% | +63.9% |
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