-7.4%
T vs FROG
+70.9%
-78.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.3% |
| 7D | +2.6% | +17.0% | -14.4% | +4.1% |
| 30D | -1.1% | +1.3% | -2.4% | -0.5% |
| 3M | -7.7% | +17.5% | -25.2% | -6.0% |
| 6M | -10.6% | +46.8% | -57.4% | -7.2% |
| YTD | -7.5% | +65.8% | -73.2% | -2.5% |
| 1Y | -7.4% | +61.0% | -68.4% | -2.3% |
| All | -7.4% | +70.9% | -78.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling