-4.6%
TLT vs FROG
+78.6%
-83.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | +0.3% | +27.1% | -26.8% | +0.1% |
| 30D | +5.1% | +5.8% | -0.7% | +5.1% |
| 3M | -0.2% | +20.8% | -21.0% | -0.4% |
| 6M | -2.9% | +53.3% | -56.3% | -3.6% |
| YTD | -2.7% | +73.2% | -75.9% | -3.7% |
| All | -4.6% | +78.6% | -83.1% | -5.6% |
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 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