+57.8%
T vs FROG
+207.6%
-149.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +2.5% | +12.5% | -10.0% | +2.7% |
| 30D | -3.8% | +23.5% | -27.3% | -3.5% |
| 3M | -8.7% | +19.4% | -28.1% | -8.5% |
| 6M | -8.1% | +77.0% | -85.1% | -8.2% |
| YTD | -6.4% | +81.9% | -88.3% | -6.3% |
| 1Y | -9.8% | +90.7% | -100.4% | -9.8% |
| 3Y | +65.5% | +328.5% | -263.0% | +57.8% |
| All | +57.8% | +207.6% | -149.8% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling