-19.9%
TEM vs FROG
+73.6%
-93.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +3.2% | -5.5% | +8.7% | +4.5% |
| 30D | +23.5% | -3.1% | +26.6% | +24.2% |
| 3M | +32.3% | +1.2% | +31.1% | +31.6% |
| 6M | +23.0% | +113.7% | -90.7% | +9.7% |
| YTD | +8.9% | +38.9% | -30.0% | +0.7% |
| 1Y | -19.9% | +72.0% | -91.8% | -25.4% |
| All | -19.9% | +73.6% | -93.4% | -25.4% |
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