+229.6%
TER vs FROG
+51.8%
+177.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.1% | +5.6% | +11.3% |
| 7D | -5.8% | +27.1% | -32.9% | -10.8% |
| 30D | -38.9% | +5.8% | -44.7% | -40.0% |
| 3M | -35.1% | +20.8% | -56.0% | -38.5% |
| 6M | -31.6% | +53.3% | -84.9% | -38.8% |
| YTD | +27.2% | +73.2% | -46.0% | +7.3% |
| 1Y | +35.2% | +80.3% | -45.1% | +12.6% |
| 3Y | +192.8% | +318.3% | -125.5% | +80.9% |
| 5Y | +72.4% | +179.9% | -107.5% | +9.1% |
| All | +229.6% | +51.8% | +177.8% | +125.0% |
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 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