+40.4%
TSCO vs FROG
+22.9%
+17.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | +0.8% | -11.3% | +12.1% | +1.6% |
| 30D | +5.5% | +3.6% | +1.8% | +4.9% |
| 3M | +20.0% | +1.7% | +18.3% | +19.3% |
| 6M | -29.8% | +123.5% | -153.3% | -35.0% |
| YTD | -28.7% | +40.2% | -68.9% | -31.5% |
| 1Y | -40.9% | +81.0% | -121.9% | -45.0% |
| 3Y | -15.9% | +194.8% | -210.7% | -28.0% |
| 5Y | -3.5% | +131.8% | -135.3% | -19.1% |
| All | +40.4% | +22.9% | +17.5% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling