-7.5%
TSCO vs FROG
+133.6%
-141.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.7% |
| 7D | -2.5% | -4.8% | +2.3% | -2.1% |
| 30D | -1.1% | -0.9% | -0.2% | -1.2% |
| 3M | +14.3% | +7.5% | +6.8% | +13.1% |
| 6M | -31.9% | +107.0% | -138.9% | -36.6% |
| YTD | -30.7% | +39.8% | -70.5% | -33.3% |
| 1Y | -41.1% | +74.8% | -115.9% | -45.0% |
| 3Y | -17.1% | +219.3% | -236.4% | -30.8% |
| 5Y | -7.5% | +133.0% | -140.5% | -24.7% |
| All | -7.5% | +133.6% | -141.1% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling