-17.4%
TOST vs FROG
+83.7%
-101.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -3.4% | -11.3% | +7.9% | -2.3% |
| 30D | -2.4% | +3.6% | -6.1% | -3.2% |
| 3M | +34.6% | +1.7% | +32.9% | +33.5% |
| 6M | +15.2% | +123.5% | -108.3% | +1.2% |
| YTD | -4.4% | +40.2% | -44.6% | -10.8% |
| 1Y | -17.4% | +81.0% | -98.4% | -25.1% |
| All | -17.4% | +83.7% | -101.1% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling