+253.3%
TER vs FROG
+55.2%
+198.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +24.0% | +48.2% | -24.2% | +13.2% |
| 30D | -30.6% | +11.4% | -42.0% | -32.6% |
| 3M | -34.5% | +28.5% | -63.0% | -38.6% |
| 6M | -26.4% | +63.7% | -90.1% | -35.1% |
| YTD | +36.4% | +77.1% | -40.6% | +14.5% |
| 1Y | +47.4% | +79.3% | -31.9% | +23.2% |
| 3Y | +202.6% | +323.8% | -121.2% | +86.6% |
| 5Y | +83.9% | +198.9% | -115.0% | +14.9% |
| All | +253.3% | +55.2% | +198.1% | +140.1% |
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