+120.8%
TEL vs FROG
+21.7%
+99.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -1.4% | -5.5% | +4.1% | -0.8% |
| 30D | -4.9% | -3.1% | -1.8% | -4.8% |
| 3M | +0.1% | +1.2% | -1.1% | -0.6% |
| 6M | +0.4% | +113.7% | -113.3% | -9.8% |
| YTD | -8.9% | +38.9% | -47.8% | -14.4% |
| 1Y | -0.3% | +72.0% | -72.3% | -9.6% |
| 3Y | +67.6% | +217.1% | -149.5% | +33.7% |
| 5Y | +50.7% | +130.6% | -79.9% | +18.1% |
| All | +120.8% | +21.7% | +99.1% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling