+377.5%
TECK vs FROG
+53.7%
+323.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.7% |
| 7D | -1.2% | +26.8% | -28.1% | -4.1% |
| 30D | -5.7% | +10.6% | -16.3% | -7.3% |
| 3M | -3.6% | +27.2% | -30.8% | -7.0% |
| 6M | -2.2% | +58.7% | -60.9% | -8.1% |
| YTD | +33.6% | +75.3% | -41.8% | +22.5% |
| 1Y | +49.0% | +71.1% | -22.1% | +36.9% |
| 3Y | +85.4% | +319.6% | -234.2% | +51.4% |
| 5Y | +138.5% | +195.7% | -57.1% | +91.6% |
| All | +377.5% | +53.7% | +323.8% | +286.1% |
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 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