+269.4%
TEVA vs FROG
+218.8%
+50.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.1% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +1.0% | +1.3% | -0.4% | +0.8% |
| 3M | +7.3% | +11.1% | -3.8% | +6.7% |
| 6M | +21.7% | +108.3% | -86.6% | +16.8% |
| YTD | +18.8% | +39.6% | -20.7% | +16.0% |
| 1Y | +86.5% | +74.7% | +11.7% | +79.2% |
| 3Y | +269.4% | +224.1% | +45.3% | +237.6% |
| All | +269.4% | +218.8% | +50.7% | +237.6% |
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