+98.0%
TNA vs FROG
+24.4%
+73.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.7% |
| 7D | -7.6% | -2.2% | -5.4% | -6.8% |
| 30D | -13.6% | +3.0% | -16.6% | -15.6% |
| 3M | +2.8% | +10.3% | -7.5% | -4.0% |
| 6M | +34.5% | +116.7% | -82.2% | -12.3% |
| YTD | +41.0% | +41.9% | -0.9% | +7.7% |
| 1Y | +52.0% | +78.5% | -26.5% | +0.4% |
| 3Y | +103.5% | +224.1% | -120.7% | -12.0% |
| 5Y | -22.5% | +142.4% | -164.9% | -64.8% |
| All | +98.0% | +24.4% | +73.6% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling