+671.1%
TPR vs FROG
+22.9%
+648.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | -2.3% | -11.3% | +9.0% | -1.1% |
| 30D | -23.0% | +3.6% | -26.6% | -23.8% |
| 3M | -12.5% | +1.7% | -14.1% | -13.6% |
| 6M | -21.4% | +123.5% | -145.0% | -31.4% |
| YTD | -3.5% | +40.2% | -43.8% | -10.8% |
| 1Y | +17.4% | +81.0% | -63.6% | +3.1% |
| 3Y | +291.3% | +194.8% | +96.5% | +204.2% |
| 5Y | +241.9% | +131.8% | +110.1% | +150.6% |
| All | +671.1% | +22.9% | +648.2% | +455.5% |
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