-4.2%
TLT vs FROG
+73.6%
-77.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.8% |
| 6M | -4.9% | +113.7% | -118.6% | -5.7% |
| YTD | -2.8% | +38.9% | -41.6% | -3.5% |
| 1Y | -4.2% | +72.0% | -76.2% | -4.9% |
| All | -4.2% | +73.6% | -77.8% | -4.9% |
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