+56.0%
TMUS vs FROG
+51.8%
+4.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +4.0% |
| 7D | +5.3% | +27.1% | -21.8% | +4.8% |
| 30D | +13.5% | +5.8% | +7.7% | +13.3% |
| 3M | -4.2% | +20.8% | -25.1% | -4.9% |
| 6M | -11.9% | +53.3% | -65.2% | -13.4% |
| YTD | -15.6% | +73.2% | -88.8% | -17.6% |
| 1Y | -16.8% | +80.3% | -97.1% | -19.0% |
| 3Y | +20.8% | +318.3% | -297.5% | +8.7% |
| 5Y | +48.0% | +179.9% | -131.9% | +32.0% |
| All | +56.0% | +51.8% | +4.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling