+3.1%
TEAM vs FROG
+21.7%
-18.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.5% |
| 7D | -5.7% | -5.5% | -0.2% | -3.2% |
| 30D | +18.3% | -3.1% | +21.5% | +19.5% |
| 3M | +80.2% | +1.2% | +79.0% | +77.8% |
| 6M | +111.0% | +113.7% | -2.7% | +47.6% |
| YTD | +8.8% | +38.9% | -30.0% | -9.8% |
| 1Y | +2.2% | +72.0% | -69.8% | -24.8% |
| 3Y | -14.6% | +217.1% | -231.7% | -58.6% |
| 5Y | -53.8% | +130.6% | -184.4% | -77.1% |
| All | +3.1% | +21.7% | -18.6% | -44.4% |
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