+44.4%
TECK vs FROG
+85.3%
-40.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.9% |
| 7D | -0.4% | +12.5% | -12.9% | -1.5% |
| 30D | -7.1% | +23.5% | -30.6% | -9.0% |
| 3M | -5.5% | +19.4% | -24.9% | -7.2% |
| 6M | -9.7% | +77.0% | -86.7% | -14.1% |
| YTD | +26.3% | +81.9% | -55.6% | +16.7% |
| 1Y | +44.4% | +90.7% | -46.3% | +30.0% |
| All | +44.4% | +85.3% | -40.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling