+88.9%
TEM vs FROG
+197.6%
-108.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +35.3% | -27.3% | -3.9% |
| 7D | +5.3% | +7.0% | -1.7% | +1.1% |
| 30D | +8.1% | +2.9% | +5.2% | +5.2% |
| 3M | +64.9% | +21.6% | +43.3% | +50.4% |
| 6M | +42.1% | +87.7% | -45.5% | +10.0% |
| YTD | +28.8% | +61.7% | -32.9% | +2.7% |
| 1Y | +5.5% | +113.7% | -108.2% | -28.0% |
| All | +88.9% | +197.6% | -108.7% | -7.6% |
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 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