+81.0%
TEL vs FROG
+335.2%
-254.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | +4.5% | +12.5% | -8.0% | +3.6% |
| 30D | +2.9% | +23.5% | -20.6% | +1.0% |
| 3M | +1.1% | +19.4% | -18.3% | -0.7% |
| 6M | +5.0% | +77.0% | -72.0% | -0.4% |
| YTD | -3.9% | +81.9% | -85.8% | -9.9% |
| 1Y | -7.4% | +90.7% | -98.1% | -13.8% |
| 3Y | +81.0% | +328.5% | -247.5% | +42.3% |
| All | +81.0% | +335.2% | -254.3% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling