+72.2%
TNA vs FROG
+59.4%
+12.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.2% |
| 7D | +3.7% | +12.5% | -8.8% | -1.3% |
| 30D | +4.4% | +23.5% | -19.1% | -7.4% |
| 3M | -26.7% | +19.4% | -46.1% | -34.9% |
| 6M | -12.8% | +77.0% | -89.8% | -37.1% |
| YTD | +22.7% | +81.9% | -59.2% | -18.9% |
| 1Y | +35.7% | +90.7% | -55.0% | -12.7% |
| 3Y | +134.6% | +328.5% | -193.9% | -13.4% |
| 5Y | -46.0% | +207.0% | -253.0% | -78.7% |
| All | +72.2% | +59.4% | +12.8% | -24.2% |
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