-29.4%
TSCO vs FROG
+83.7%
-113.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.2% |
| 7D | +15.7% | -14.1% | +29.8% | +15.4% |
| 30D | +16.4% | -11.8% | +28.2% | +16.2% |
| 3M | +11.2% | +0.1% | +11.1% | +11.1% |
| 6M | +14.9% | +64.2% | -49.3% | +15.9% |
| YTD | -25.4% | +38.2% | -63.7% | -23.4% |
| 1Y | -29.4% | +85.4% | -114.8% | -29.8% |
| All | -29.4% | +83.7% | -113.1% | -29.8% |
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