-14.3%
TEAM vs FROG
+335.2%
-349.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.3% |
| 7D | -2.4% | +12.5% | -14.9% | -5.8% |
| 30D | -26.7% | +23.5% | -50.2% | -33.4% |
| 3M | -9.6% | +19.4% | -29.0% | -17.2% |
| 6M | +86.0% | +77.0% | +9.0% | +48.8% |
| YTD | -7.5% | +81.9% | -89.4% | -29.1% |
| 1Y | -1.4% | +90.7% | -92.0% | -25.6% |
| 3Y | -14.3% | +328.5% | -342.8% | -54.1% |
| All | -14.3% | +335.2% | -349.6% | -54.1% |
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