+301.0%
TEVA vs FROG
+22.5%
+278.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | -1.7% | -4.8% | +3.1% | -1.3% |
| 30D | +2.0% | -0.9% | +2.9% | +1.9% |
| 3M | +7.0% | +7.5% | -0.5% | +5.9% |
| 6M | +17.0% | +107.0% | -90.0% | +8.5% |
| YTD | +18.1% | +39.8% | -21.7% | +12.7% |
| 1Y | +87.2% | +74.8% | +12.4% | +73.8% |
| 3Y | +283.1% | +219.3% | +63.8% | +220.7% |
| 5Y | +298.4% | +133.0% | +165.4% | +221.7% |
| All | +301.0% | +22.5% | +278.5% | +226.3% |
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