+149.8%
TOST vs FROG
+307.0%
-157.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -0.5% |
| 7D | +4.0% | +27.1% | -23.1% | +0.5% |
| 30D | +11.1% | +5.8% | +5.2% | +9.6% |
| 3M | +0.8% | +20.8% | -20.0% | -2.9% |
| 6M | +38.8% | +53.3% | -14.5% | +28.2% |
| YTD | -2.1% | +73.2% | -75.3% | -13.4% |
| 1Y | -6.0% | +80.3% | -86.3% | -17.7% |
| 3Y | +149.8% | +318.3% | -168.5% | +53.1% |
| All | +149.8% | +307.0% | -157.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling