+150.6%
TECK vs FROG
+170.5%
-19.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.3% |
| 7D | +1.7% | +17.0% | -15.3% | -0.9% |
| 30D | -7.6% | +1.3% | -8.9% | -8.5% |
| 3M | -5.9% | +17.5% | -23.4% | -9.0% |
| 6M | -2.8% | +46.8% | -49.6% | -9.3% |
| YTD | +31.8% | +65.8% | -34.0% | +19.2% |
| 1Y | +49.1% | +61.0% | -11.9% | +35.2% |
| 3Y | +83.0% | +296.7% | -213.7% | +39.3% |
| 5Y | +150.6% | +177.8% | -27.2% | +106.9% |
| All | +150.6% | +170.5% | -19.9% | +106.9% |
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