+416.5%
TPR vs FROG
+274.0%
+142.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +35.3% | -36.3% | -1.9% |
| 7D | +14.2% | +7.0% | +7.2% | +14.0% |
| 30D | +17.1% | +2.9% | +14.2% | +17.0% |
| 3M | -17.7% | +21.6% | -39.3% | -18.9% |
| 6M | -10.2% | +87.7% | -97.8% | -15.8% |
| YTD | +4.9% | +61.7% | -56.8% | -0.7% |
| 1Y | +36.1% | +113.7% | -77.5% | +22.0% |
| 3Y | +416.5% | +267.7% | +148.7% | +285.3% |
| All | +416.5% | +274.0% | +142.5% | +285.3% |
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