-53.7%
TE vs FROG
+22.9%
-76.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.6% |
| 7D | -4.0% | -11.3% | +7.3% | +0.2% |
| 30D | -15.9% | +3.6% | -19.5% | -17.4% |
| 3M | -60.5% | +1.7% | -62.2% | -60.8% |
| 6M | -35.2% | +123.5% | -158.7% | -52.4% |
| YTD | -31.1% | +40.2% | -71.4% | -42.0% |
| 1Y | +148.6% | +81.0% | +67.7% | +88.4% |
| 3Y | -26.4% | +194.8% | -221.2% | -56.2% |
| 5Y | -48.0% | +131.8% | -179.8% | -71.1% |
| All | -53.7% | +22.9% | -76.6% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling