+426.8%
TECK vs FROG
+22.5%
+404.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.3% |
| 7D | +4.9% | -4.8% | +9.7% | +5.4% |
| 30D | +5.2% | -0.9% | +6.1% | +5.0% |
| 3M | +13.8% | +7.5% | +6.3% | +12.4% |
| 6M | +38.5% | +107.0% | -68.5% | +27.1% |
| YTD | +47.3% | +39.8% | +7.5% | +39.5% |
| 1Y | +81.0% | +74.8% | +6.2% | +66.3% |
| 3Y | +79.9% | +219.3% | -139.4% | +51.9% |
| 5Y | +207.9% | +133.0% | +74.9% | +155.5% |
| All | +426.8% | +22.5% | +404.3% | +339.6% |
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