+148.6%
TE vs FROG
+83.7%
+64.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.3% |
| 7D | -4.0% | -11.3% | +7.3% | -0.5% |
| 30D | -15.9% | +3.6% | -19.5% | -16.9% |
| 3M | -60.5% | +1.7% | -62.2% | -60.7% |
| 6M | -35.2% | +123.5% | -158.7% | -44.1% |
| YTD | -31.1% | +40.2% | -71.4% | -35.4% |
| 1Y | +148.6% | +81.0% | +67.7% | +144.8% |
| All | +148.6% | +83.7% | +64.9% | +144.8% |
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 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