-2.5%
TEAM vs FROG
+73.1%
-75.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -4.7% | -4.8% | +0.1% | -2.6% |
| 30D | +17.0% | -0.9% | +18.0% | +17.0% |
| 3M | +85.9% | +7.5% | +78.4% | +79.7% |
| 6M | +116.7% | +107.0% | +9.6% | +63.5% |
| YTD | +9.6% | +39.8% | -30.2% | -9.0% |
| 1Y | -2.5% | +74.8% | -77.3% | -21.6% |
| All | -2.5% | +73.1% | -75.6% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling