-10.9%
TEAM vs FROG
+53.7%
-64.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | +0.3% |
| 7D | -19.7% | +26.8% | -46.6% | -31.3% |
| 30D | -26.6% | +10.6% | -37.2% | -33.6% |
| 3M | -1.1% | +27.2% | -28.3% | -16.4% |
| 6M | +74.6% | +58.7% | +15.9% | +33.6% |
| YTD | -6.0% | +75.3% | -81.3% | -33.7% |
| 1Y | -3.2% | +71.1% | -74.3% | -31.4% |
| 3Y | -13.5% | +319.6% | -333.1% | -64.9% |
| 5Y | -65.5% | +195.7% | -261.1% | -85.5% |
| All | -10.9% | +53.7% | -64.6% | -59.1% |
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