+2.8%
TLT vs FROG
+335.2%
-332.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.4% |
| 7D | -3.1% | +12.5% | -15.6% | -3.2% |
| 30D | +1.0% | +23.5% | -22.5% | +0.8% |
| 3M | -2.7% | +19.4% | -22.1% | -2.9% |
| 6M | -4.1% | +77.0% | -81.2% | -4.9% |
| YTD | -5.4% | +81.9% | -87.2% | -6.3% |
| 1Y | -7.0% | +90.7% | -97.7% | -8.0% |
| 3Y | +2.8% | +328.5% | -325.7% | -7.0% |
| All | +2.8% | +335.2% | -332.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling