+23.0%
TMUS vs FROG
+319.6%
-296.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +2.0% |
| 7D | +8.2% | +26.8% | -18.7% | +9.3% |
| 30D | +13.4% | +10.6% | +2.8% | +14.1% |
| 3M | -3.0% | +27.2% | -30.2% | -2.1% |
| 6M | -8.8% | +58.7% | -67.5% | -7.4% |
| YTD | -13.8% | +75.3% | -89.2% | -11.8% |
| 1Y | -17.1% | +71.1% | -88.2% | -15.1% |
| All | +23.0% | +319.6% | -296.6% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling