-23.6%
TMUS vs FROG
+73.6%
-97.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.3% | -5.5% | +5.2% | -0.5% |
| 30D | +3.1% | -3.1% | +6.2% | +3.0% |
| 3M | +2.4% | +1.2% | +1.2% | +2.7% |
| 6M | -17.1% | +113.7% | -130.8% | -14.9% |
| YTD | -9.1% | +38.9% | -47.9% | -6.3% |
| 1Y | -23.6% | +72.0% | -95.6% | -23.3% |
| All | -23.6% | +73.6% | -97.2% | -23.3% |
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