+71.7%
TER vs FROG
+207.6%
-135.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.0% |
| 7D | +14.4% | +12.5% | +1.9% | +11.6% |
| 30D | -30.6% | +23.5% | -54.1% | -34.1% |
| 3M | -39.2% | +19.4% | -58.6% | -42.2% |
| 6M | -31.3% | +77.0% | -108.3% | -40.6% |
| YTD | +29.1% | +81.9% | -52.8% | +7.2% |
| 1Y | +47.4% | +90.7% | -43.2% | +20.7% |
| 3Y | +191.2% | +328.5% | -137.3% | +69.2% |
| All | +71.7% | +207.6% | -135.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling