+32.5%
TSCO vs FROG
+22.3%
+10.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.4% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -8.8% | +1.3% | -10.1% | -9.0% |
| 3M | +6.3% | +11.1% | -4.8% | +5.0% |
| 6M | -32.3% | +108.3% | -140.6% | -36.9% |
| YTD | -32.7% | +39.6% | -72.3% | -35.3% |
| 1Y | -43.7% | +74.7% | -118.4% | -47.4% |
| 3Y | -19.7% | +224.1% | -243.8% | -32.0% |
| 5Y | -11.6% | +138.4% | -150.0% | -26.1% |
| All | +32.5% | +22.3% | +10.2% | +15.7% |
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