+151.8%
TER vs FROG
+274.0%
-122.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +35.3% | -32.8% | -2.4% |
| 7D | -20.5% | +7.0% | -27.4% | -21.6% |
| 30D | -47.0% | +2.9% | -49.9% | -47.5% |
| 3M | -43.3% | +21.6% | -64.9% | -45.1% |
| 6M | -42.9% | +87.7% | -130.6% | -48.1% |
| YTD | +12.9% | +61.7% | -48.8% | +3.2% |
| 1Y | +18.2% | +113.7% | -95.5% | +1.6% |
| 3Y | +151.8% | +267.7% | -116.0% | +75.1% |
| All | +151.8% | +274.0% | -122.2% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling