+81.0%
TECK vs FROG
+73.1%
+7.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.3% |
| 7D | +4.9% | -4.8% | +9.7% | +5.3% |
| 30D | +5.2% | -0.9% | +6.1% | +5.1% |
| 3M | +13.8% | +7.5% | +6.3% | +12.7% |
| 6M | +38.5% | +107.0% | -68.5% | +32.3% |
| YTD | +47.3% | +39.8% | +7.5% | +41.3% |
| 1Y | +81.0% | +74.8% | +6.2% | +71.7% |
| All | +81.0% | +73.1% | +7.9% | +71.7% |
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