+41.2%
TMO vs FROG
+21.7%
+19.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.4% | -5.5% | +5.9% | +0.9% |
| 30D | +1.5% | -3.1% | +4.6% | +1.6% |
| 3M | +28.5% | +1.2% | +27.3% | +27.7% |
| 6M | +20.4% | +113.7% | -93.3% | +10.2% |
| YTD | +4.3% | +38.9% | -34.6% | -1.0% |
| 1Y | +24.1% | +72.0% | -47.9% | +14.5% |
| 3Y | +17.5% | +217.1% | -199.6% | -3.5% |
| 5Y | +6.8% | +130.6% | -123.8% | -13.5% |
| All | +41.2% | +21.7% | +19.5% | +18.8% |
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 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