-39.2%
TLT vs FROG
+22.9%
-62.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | -0.4% | -11.3% | +10.9% | -0.2% |
| 30D | -0.6% | +3.6% | -4.2% | -0.7% |
| 3M | -2.7% | +1.7% | -4.4% | -2.9% |
| 6M | -5.6% | +123.5% | -129.2% | -7.6% |
| YTD | -2.8% | +40.2% | -43.0% | -4.0% |
| 1Y | -1.4% | +81.0% | -82.4% | -3.4% |
| 3Y | -1.6% | +194.8% | -196.3% | -5.8% |
| 5Y | -33.8% | +131.8% | -165.6% | -36.8% |
| All | -39.2% | +22.9% | -62.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling