-20.1%
TNA vs FROG
+132.7%
-152.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.5% |
| 7D | -3.6% | -4.8% | +1.2% | -1.3% |
| 30D | -10.1% | -0.9% | -9.1% | -10.6% |
| 3M | +2.7% | +7.5% | -4.8% | -3.7% |
| 6M | +38.4% | +107.0% | -68.6% | -12.7% |
| YTD | +45.4% | +39.8% | +5.6% | +7.9% |
| 1Y | +55.9% | +74.8% | -18.9% | -2.2% |
| 3Y | +109.8% | +219.3% | -109.5% | -25.1% |
| All | -20.1% | +132.7% | -152.8% | -66.2% |
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 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