+369.2%
TQQQ vs FROG
+22.3%
+346.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +3.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -4.9% | +1.3% | -6.2% | -6.2% |
| 3M | -6.4% | +11.1% | -17.5% | -12.9% |
| 6M | +44.4% | +108.3% | -63.9% | -5.8% |
| YTD | +35.2% | +39.6% | -4.4% | +3.4% |
| 1Y | +49.5% | +74.7% | -25.2% | -2.4% |
| 3Y | +250.7% | +224.1% | +26.6% | +38.6% |
| 5Y | +104.7% | +138.4% | -33.7% | -10.8% |
| All | +369.2% | +22.3% | +346.8% | +143.8% |
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 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