-2.7%
TEAM vs FROG
+78.6%
-81.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -1.3% |
| 7D | -17.2% | +27.1% | -44.3% | -25.0% |
| 30D | -25.1% | +5.8% | -30.9% | -26.2% |
| 3M | +3.9% | +20.8% | -16.9% | -5.0% |
| 6M | +69.1% | +53.3% | +15.8% | +39.0% |
| YTD | -4.5% | +73.2% | -77.7% | -28.0% |
| All | -2.7% | +78.6% | -81.2% | -26.2% |
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 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