+351.4%
TECK vs FROG
+59.4%
+292.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.9% |
| 7D | -0.4% | +12.5% | -12.9% | -1.7% |
| 30D | -7.1% | +23.5% | -30.6% | -9.8% |
| 3M | -5.5% | +19.4% | -24.9% | -8.1% |
| 6M | -9.7% | +77.0% | -86.7% | -16.1% |
| YTD | +26.3% | +81.9% | -55.6% | +15.4% |
| 1Y | +44.4% | +90.7% | -46.3% | +31.1% |
| 3Y | +70.1% | +328.5% | -258.4% | +38.5% |
| 5Y | +125.8% | +207.0% | -81.2% | +80.7% |
| All | +351.4% | +59.4% | +292.0% | +263.5% |
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