+41.0%
TMUS vs FROG
+160.8%
-119.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +35.3% | -34.4% | +0.6% |
| 7D | +3.6% | +7.0% | -3.4% | +3.4% |
| 30D | -3.4% | +2.9% | -6.2% | -3.5% |
| 3M | -9.5% | +21.6% | -31.1% | -10.1% |
| 6M | -15.2% | +87.7% | -102.8% | -17.2% |
| YTD | -18.9% | +61.7% | -80.6% | -20.4% |
| 1Y | -17.7% | +113.7% | -131.4% | -20.7% |
| 3Y | +15.6% | +267.7% | -252.1% | +4.0% |
| All | +41.0% | +160.8% | -119.8% | +23.5% |
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