+223.5%
TECK vs FROG
+125.4%
+98.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +7.8% | -5.5% | +13.3% | +8.5% |
| 30D | +8.3% | -3.1% | +11.4% | +8.4% |
| 3M | +16.1% | +1.2% | +14.8% | +15.2% |
| 6M | +42.9% | +113.7% | -70.8% | +28.1% |
| YTD | +50.8% | +38.9% | +11.9% | +41.2% |
| 1Y | +106.1% | +72.0% | +34.1% | +86.0% |
| 3Y | +84.0% | +217.1% | -133.1% | +47.6% |
| 5Y | +223.5% | +130.6% | +92.9% | +138.6% |
| All | +223.5% | +125.4% | +98.1% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling