-5.5%
TOST vs FROG
+85.3%
-90.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +3.3% |
| 7D | 0.0% | +12.5% | -12.5% | -0.6% |
| 30D | +16.2% | +23.5% | -7.4% | +14.7% |
| 3M | -1.5% | +19.4% | -20.9% | -2.7% |
| 6M | +55.3% | +77.0% | -21.7% | +47.6% |
| YTD | -2.3% | +81.9% | -84.2% | -10.3% |
| 1Y | -5.5% | +90.7% | -96.2% | -12.4% |
| All | -5.5% | +85.3% | -90.8% | -12.4% |
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