+88.5%
TEM vs FROG
+226.0%
-137.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | +7.8% | +48.2% | -40.5% | -7.0% |
| 30D | +11.2% | +11.4% | -0.2% | +5.4% |
| 3M | +39.0% | +28.5% | +10.4% | +24.4% |
| 6M | +61.6% | +63.7% | -2.1% | +32.8% |
| YTD | +28.5% | +77.1% | -48.6% | -0.6% |
| 1Y | +6.7% | +79.3% | -72.6% | -18.1% |
| All | +88.5% | +226.0% | -137.4% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling