-80.8%
TE vs FROG
+59.4%
-140.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.8% | -4.0% |
| 7D | -19.1% | +12.5% | -31.6% | -22.6% |
| 30D | -34.1% | +23.5% | -57.7% | -40.1% |
| 3M | -60.1% | +19.4% | -79.5% | -63.5% |
| 6M | -66.0% | +77.0% | -143.0% | -73.1% |
| YTD | -71.4% | +81.9% | -153.3% | -78.6% |
| 1Y | -45.3% | +90.7% | -135.9% | -59.7% |
| 3Y | +9.1% | +328.5% | -319.4% | -44.5% |
| 5Y | -82.6% | +207.0% | -289.6% | -91.4% |
| All | -80.8% | +59.4% | -140.2% | -90.5% |
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