-39.1%
TLT vs FROG
+51.8%
-90.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.1% |
| 7D | +0.3% | +27.1% | -26.8% | -0.3% |
| 30D | +5.1% | +5.8% | -0.7% | +4.9% |
| 3M | -0.2% | +20.8% | -21.0% | -0.8% |
| 6M | -2.9% | +53.3% | -56.3% | -4.1% |
| YTD | -2.7% | +73.2% | -75.9% | -4.4% |
| 1Y | -4.6% | +80.3% | -84.9% | -6.4% |
| 3Y | +6.1% | +318.3% | -312.2% | +0.7% |
| 5Y | -35.1% | +179.9% | -215.0% | -38.4% |
| All | -39.1% | +51.8% | -90.9% | -41.8% |
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