+96.8%
TEVA vs FROG
+83.7%
+13.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -0.2% | -11.3% | +11.1% | -0.4% |
| 30D | +4.7% | +3.6% | +1.1% | +4.9% |
| 3M | +5.6% | +1.7% | +3.9% | +6.1% |
| 6M | +10.5% | +123.5% | -113.0% | +11.3% |
| YTD | +16.5% | +40.2% | -23.7% | +15.8% |
| 1Y | +96.8% | +81.0% | +15.8% | +102.4% |
| All | +96.8% | +83.7% | +13.0% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling