+1.1%
TEL vs FROG
+83.7%
-82.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | -0.3% |
| 7D | +3.0% | -11.3% | +14.2% | +3.2% |
| 30D | -3.9% | +3.6% | -7.6% | -4.0% |
| 3M | -5.1% | +1.7% | -6.8% | -5.2% |
| 6M | +0.6% | +123.5% | -122.9% | -1.7% |
| YTD | -7.3% | +40.2% | -47.5% | -8.1% |
| 1Y | +1.1% | +81.0% | -79.9% | -0.4% |
| All | +1.1% | +83.7% | -82.6% | -0.4% |
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