-9.5%
TEAM vs FROG
+51.8%
-61.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -2.0% |
| 7D | -17.2% | +27.1% | -44.3% | -29.3% |
| 30D | -25.1% | +5.8% | -30.9% | -30.9% |
| 3M | +3.9% | +20.8% | -16.9% | -10.3% |
| 6M | +69.1% | +53.3% | +15.8% | +31.4% |
| YTD | -4.5% | +73.2% | -77.7% | -32.3% |
| 1Y | -1.9% | +80.3% | -82.2% | -32.1% |
| 3Y | -9.3% | +318.3% | -327.7% | -63.2% |
| 5Y | -65.2% | +179.9% | -245.0% | -85.2% |
| All | -9.5% | +51.8% | -61.3% | -58.3% |
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