+47.1%
T vs FROG
+41.7%
+5.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -0.5% |
| 7D | +1.0% | +7.0% | -6.0% | +1.2% |
| 30D | -10.6% | +2.9% | -13.5% | -10.5% |
| 3M | -7.7% | +21.6% | -29.3% | -7.6% |
| 6M | -13.3% | +87.7% | -101.0% | -13.4% |
| YTD | -8.8% | +61.7% | -70.4% | -8.6% |
| 1Y | -8.4% | +113.7% | -122.1% | -8.8% |
| 3Y | +59.6% | +267.7% | -208.1% | +55.8% |
| 5Y | +52.1% | +158.8% | -106.7% | +45.4% |
| All | +47.1% | +41.7% | +5.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling