-10.5%
TEM vs FROG
+83.7%
-94.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | -1.3% | -14.1% | +12.8% | +1.9% |
| 30D | -9.5% | -11.8% | +2.3% | -7.2% |
| 3M | +60.7% | +0.1% | +60.6% | +60.1% |
| 6M | +35.5% | +64.2% | -28.7% | +25.7% |
| YTD | +28.0% | +38.2% | -10.2% | +17.9% |
| 1Y | -10.5% | +85.4% | -95.9% | -19.6% |
| All | -10.5% | +83.7% | -94.2% | -19.6% |
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