-45.7%
TOST vs FROG
+142.0%
-187.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.3% |
| 7D | -3.4% | -11.3% | +7.9% | +0.7% |
| 30D | -2.4% | +3.6% | -6.1% | -5.0% |
| 3M | +34.6% | +1.7% | +32.9% | +30.4% |
| 6M | +15.2% | +123.5% | -108.3% | -22.8% |
| YTD | -4.4% | +40.2% | -44.6% | -23.8% |
| 1Y | -17.4% | +81.0% | -98.4% | -43.3% |
| 3Y | +54.5% | +194.8% | -140.3% | -34.3% |
| All | -45.7% | +142.0% | -187.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling