+49.8%
TMUS vs FROG
+41.7%
+8.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +35.3% | -34.4% | +0.3% |
| 7D | +3.6% | +7.0% | -3.4% | +3.3% |
| 30D | -3.4% | +2.9% | -6.2% | -3.6% |
| 3M | -9.5% | +21.6% | -31.1% | -10.2% |
| 6M | -15.2% | +87.7% | -102.8% | -17.5% |
| YTD | -18.9% | +61.7% | -80.6% | -20.8% |
| 1Y | -17.7% | +113.7% | -131.4% | -21.0% |
| 3Y | +15.6% | +267.7% | -252.1% | +4.7% |
| 5Y | +38.9% | +158.8% | -119.9% | +24.1% |
| All | +49.8% | +41.7% | +8.1% | +34.6% |
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