-50.6%
TE vs FROG
+22.5%
-73.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.2% |
| 7D | +15.0% | -4.8% | +19.8% | +17.0% |
| 30D | -7.5% | -0.9% | -6.6% | -7.7% |
| 3M | -42.0% | +7.5% | -49.4% | -43.6% |
| 6M | -31.4% | +107.0% | -138.4% | -48.2% |
| YTD | -26.5% | +39.8% | -66.3% | -38.1% |
| 1Y | +153.1% | +74.8% | +78.3% | +94.1% |
| 3Y | -20.7% | +219.3% | -239.9% | -54.0% |
| 5Y | -45.4% | +133.0% | -178.4% | -69.7% |
| All | -50.6% | +22.5% | -73.1% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling