-10.3%
TSCO vs FROG
+207.6%
-217.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | +0.3% | +12.5% | -12.2% | -0.5% |
| 30D | +11.3% | +23.5% | -12.2% | +9.3% |
| 3M | +1.5% | +19.4% | -17.9% | -0.3% |
| 6M | +24.0% | +77.0% | -53.0% | +17.6% |
| YTD | -25.7% | +81.9% | -107.6% | -30.2% |
| 1Y | -33.6% | +90.7% | -124.2% | -38.0% |
| 3Y | -1.5% | +328.5% | -330.0% | -20.2% |
| All | -10.3% | +207.6% | -217.9% | -28.1% |
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