-41.3%
TE vs FROG
+125.4%
-166.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.4% |
| 7D | +18.2% | -5.5% | +23.7% | +21.1% |
| 30D | -13.5% | -3.1% | -10.4% | -12.8% |
| 3M | -44.6% | +1.2% | -45.8% | -45.1% |
| 6M | -24.7% | +113.7% | -138.4% | -47.5% |
| YTD | -24.3% | +38.9% | -63.1% | -38.6% |
| 1Y | +155.6% | +72.0% | +83.6% | +84.0% |
| 3Y | -18.3% | +217.1% | -235.4% | -61.2% |
| 5Y | -41.3% | +130.6% | -171.9% | -69.2% |
| All | -41.3% | +125.4% | -166.7% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling