+106.1%
TOST vs FROG
+176.4%
-70.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.6% | +13.0% | +1.2% |
| 7D | +11.6% | -24.5% | +36.1% | +15.6% |
| 30D | +16.2% | -24.3% | +40.5% | +20.1% |
| 3M | +1.0% | -11.7% | +12.7% | +1.4% |
| 6M | +23.2% | +37.1% | -13.9% | +13.8% |
| YTD | -1.0% | +19.5% | -20.5% | -7.9% |
| 1Y | -9.9% | +61.8% | -71.7% | -21.4% |
| All | +106.1% | +176.4% | -70.3% | +37.2% |
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 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