+67.7%
T vs FROG
+129.7%
-62.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | -1.3% | -11.3% | +10.0% | -1.2% |
| 30D | +11.4% | +3.6% | +7.7% | +11.3% |
| 3M | +14.3% | +1.7% | +12.6% | +14.2% |
| 6M | -9.3% | +123.5% | -132.8% | -10.3% |
| YTD | +7.1% | +40.2% | -33.1% | +6.8% |
| 1Y | -9.1% | +81.0% | -90.1% | -10.2% |
| 3Y | +105.3% | +194.8% | -89.4% | +95.4% |
| All | +67.7% | +129.7% | -62.0% | +58.0% |
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