-44.5%
TOST vs FROG
+179.0%
-223.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.7% | -12.8% |
| 7D | +9.4% | +7.0% | +2.5% | +4.1% |
| 30D | +13.5% | +2.9% | +10.6% | +8.7% |
| 3M | -0.1% | +21.6% | -21.7% | -11.7% |
| 6M | +22.5% | +87.7% | -65.2% | -12.9% |
| YTD | -2.4% | +61.7% | -64.0% | -28.9% |
| 1Y | -4.7% | +113.7% | -118.4% | -40.7% |
| 3Y | +103.2% | +267.7% | -164.5% | -24.8% |
| 5Y | -41.2% | +158.8% | -200.0% | -75.9% |
| All | -44.5% | +179.0% | -223.5% | -77.0% |
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