+59.2%
TQQQ vs FROG
+83.7%
-24.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | +0.7% | -11.3% | +12.0% | +3.5% |
| 30D | -0.6% | +3.6% | -4.3% | -1.5% |
| 3M | -14.9% | +1.7% | -16.6% | -15.6% |
| 6M | +44.6% | +123.5% | -79.0% | +23.7% |
| YTD | +37.8% | +40.2% | -2.4% | +26.5% |
| 1Y | +59.2% | +81.0% | -21.8% | +42.8% |
| All | +59.2% | +83.7% | -24.5% | +42.8% |
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