+33.1%
TPR vs FROG
+85.3%
-52.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +0.1% |
| 7D | -0.3% | +12.5% | -12.8% | +1.1% |
| 30D | +15.1% | +23.5% | -8.4% | +19.0% |
| 3M | +3.5% | +19.4% | -15.9% | +7.1% |
| 6M | +0.4% | +77.0% | -76.6% | +7.8% |
| YTD | +4.6% | +81.9% | -77.3% | +14.3% |
| 1Y | +33.1% | +90.7% | -57.6% | +47.5% |
| All | +33.1% | +85.3% | -52.2% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling