-16.3%
TMUS vs FROG
+78.6%
-94.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +4.6% |
| 7D | +5.3% | +27.1% | -21.8% | +7.4% |
| 30D | +13.5% | +5.8% | +7.7% | +14.3% |
| 3M | -4.2% | +20.8% | -25.1% | -2.7% |
| 6M | -11.9% | +53.3% | -65.2% | -8.9% |
| YTD | -15.6% | +73.2% | -88.8% | -11.0% |
| All | -16.3% | +78.6% | -94.9% | -12.1% |
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