+52.1%
TMUS vs FROG
+195.3%
-143.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +6.5% | +48.2% | -41.7% | +6.1% |
| 30D | +11.3% | +11.4% | -0.1% | +11.1% |
| 3M | -2.9% | +28.5% | -31.4% | -3.5% |
| 6M | -10.5% | +63.7% | -74.3% | -12.0% |
| YTD | -14.4% | +77.1% | -91.5% | -16.1% |
| 1Y | -17.9% | +79.3% | -97.2% | -19.6% |
| 3Y | +21.9% | +323.8% | -301.9% | +8.8% |
| 5Y | +52.1% | +198.9% | -146.8% | +32.9% |
| All | +52.1% | +195.3% | -143.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling