-39.2%
TLT vs FROG
+21.7%
-60.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.4% | -5.5% | +5.9% | +0.5% |
| 30D | -0.3% | -3.1% | +2.8% | -0.3% |
| 3M | -1.7% | +1.2% | -3.0% | -1.9% |
| 6M | -4.9% | +113.7% | -118.6% | -6.8% |
| YTD | -2.8% | +38.9% | -41.6% | -4.0% |
| 1Y | -4.2% | +72.0% | -76.2% | -6.0% |
| 3Y | -1.1% | +217.1% | -218.2% | -5.5% |
| 5Y | -33.7% | +130.6% | -164.3% | -36.7% |
| All | -39.2% | +21.7% | -60.9% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling