+736.0%
TPR vs FROG
+59.4%
+676.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | -0.3% | +12.5% | -12.8% | -1.4% |
| 30D | +15.1% | +23.5% | -8.4% | +12.0% |
| 3M | +3.5% | +19.4% | -15.9% | +0.7% |
| 6M | +0.4% | +77.0% | -76.6% | -8.1% |
| YTD | +4.6% | +81.9% | -77.3% | -6.5% |
| 1Y | +33.1% | +90.7% | -57.6% | +17.8% |
| 3Y | +396.0% | +328.5% | +67.5% | +266.8% |
| 5Y | +230.3% | +207.0% | +23.3% | +134.3% |
| All | +736.0% | +59.4% | +676.6% | +482.0% |
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