+43.2%
TER vs FROG
+83.7%
-40.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.4% | -4.4% | -6.7% |
| 7D | -19.9% | -14.1% | -5.8% | -19.3% |
| 30D | -43.5% | -11.8% | -31.8% | -43.2% |
| 3M | -37.8% | +0.1% | -37.9% | -37.3% |
| 6M | -25.6% | +64.2% | -89.8% | -24.3% |
| YTD | +29.8% | +38.2% | -8.4% | +29.5% |
| 1Y | +43.2% | +85.4% | -42.2% | +42.5% |
| All | +43.2% | +83.7% | -40.5% | +42.5% |
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 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