+10.6%
TE vs FROG
+307.0%
-296.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -5.5% |
| 7D | -10.5% | +27.1% | -37.7% | -19.2% |
| 30D | -32.4% | +5.8% | -38.3% | -34.8% |
| 3M | -60.9% | +20.8% | -81.7% | -64.4% |
| 6M | -62.8% | +53.3% | -116.2% | -69.1% |
| YTD | -65.7% | +73.2% | -138.9% | -73.6% |
| 1Y | -39.9% | +80.3% | -120.2% | -54.0% |
| 3Y | +10.6% | +318.3% | -307.7% | -54.7% |
| All | +10.6% | +307.0% | -296.4% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling