+67.8%
TMUS vs FROG
+22.9%
+44.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.1% | -3.4% |
| 7D | +0.1% | -11.3% | +11.4% | +0.4% |
| 30D | +5.3% | +3.6% | +1.6% | +5.0% |
| 3M | +3.1% | +1.7% | +1.5% | +2.9% |
| 6M | -16.5% | +123.5% | -140.0% | -19.4% |
| YTD | -9.2% | +40.2% | -49.4% | -10.7% |
| 1Y | -26.5% | +81.0% | -107.5% | -29.0% |
| 3Y | +39.0% | +194.8% | -155.7% | +27.2% |
| 5Y | +40.4% | +131.8% | -91.4% | +25.7% |
| All | +67.8% | +22.9% | +44.9% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling