+378.3%
TER vs FROG
+22.9%
+355.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +6.2% |
| 7D | +0.6% | -11.3% | +11.9% | +3.0% |
| 30D | -8.3% | +3.6% | -11.9% | -9.2% |
| 3M | -12.2% | +1.7% | -13.9% | -13.2% |
| 6M | +17.1% | +123.5% | -106.5% | -4.0% |
| YTD | +84.7% | +40.2% | +44.4% | +64.5% |
| 1Y | +199.9% | +81.0% | +118.9% | +147.1% |
| 3Y | +232.8% | +194.8% | +38.0% | +124.9% |
| 5Y | +198.6% | +131.8% | +66.8% | +98.3% |
| All | +378.3% | +22.9% | +355.4% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling