+398.4%
TER vs FROG
+21.7%
+376.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +11.0% | -5.5% | +16.5% | +12.2% |
| 30D | -1.9% | -3.1% | +1.2% | -1.5% |
| 3M | -0.7% | +1.2% | -1.9% | -1.8% |
| 6M | +36.4% | +113.7% | -77.3% | +12.9% |
| YTD | +92.4% | +38.9% | +53.6% | +71.7% |
| 1Y | +213.5% | +72.0% | +141.5% | +161.6% |
| 3Y | +277.2% | +217.1% | +60.1% | +149.5% |
| 5Y | +219.1% | +130.6% | +88.5% | +112.2% |
| All | +398.4% | +21.7% | +376.7% | +260.1% |
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