-78.5%
TE vs FROG
+53.7%
-132.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +0.8% |
| 7D | -22.0% | +26.8% | -48.8% | -29.6% |
| 30D | -33.6% | +10.6% | -44.2% | -37.1% |
| 3M | -61.1% | +27.2% | -88.2% | -65.3% |
| 6M | -64.7% | +58.7% | -123.4% | -71.0% |
| YTD | -68.1% | +75.3% | -143.4% | -75.8% |
| 1Y | -51.7% | +71.1% | -122.8% | -62.9% |
| 3Y | +42.0% | +319.6% | -277.6% | -27.1% |
| 5Y | -80.8% | +195.7% | -276.5% | -90.4% |
| All | -78.5% | +53.7% | -132.2% | -89.2% |
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