-11.4%
TEAM vs FROG
+274.0%
-285.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +35.3% | -51.5% | -26.5% |
| 7D | -19.8% | +7.0% | -26.8% | -23.6% |
| 30D | -21.5% | +2.9% | -24.4% | -24.3% |
| 3M | +39.5% | +21.6% | +17.9% | +26.7% |
| 6M | +73.1% | +87.7% | -14.6% | +34.1% |
| YTD | -5.2% | +61.7% | -66.9% | -24.6% |
| 1Y | -1.6% | +113.7% | -115.2% | -28.7% |
| 3Y | -11.4% | +267.7% | -279.2% | -47.3% |
| All | -11.4% | +274.0% | -285.4% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling