+59.7%
TEM vs FROG
+155.6%
-95.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.2% | -5.5% | +8.7% | +5.3% |
| 30D | +23.5% | -3.1% | +26.6% | +24.2% |
| 3M | +32.3% | +1.2% | +31.1% | +30.6% |
| 6M | +23.0% | +113.7% | -90.7% | -8.6% |
| YTD | +8.9% | +38.9% | -30.0% | -6.6% |
| 1Y | -19.9% | +72.0% | -91.8% | -39.3% |
| All | +59.7% | +155.6% | -95.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling