-8.6%
TEL vs FROG
+83.7%
-92.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -0.5% | -14.1% | +13.6% | -0.3% |
| 30D | +0.6% | -11.8% | +12.4% | +0.7% |
| 3M | +2.0% | +0.1% | +1.8% | +1.9% |
| 6M | +8.1% | +64.2% | -56.1% | +7.4% |
| YTD | -2.2% | +38.2% | -40.4% | -3.0% |
| 1Y | -8.6% | +85.4% | -94.0% | -11.6% |
| All | -8.6% | +83.7% | -92.3% | -11.6% |
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 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