+253.1%
TSEM vs FROG
+83.7%
+169.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.3% | +11.2% | +8.2% |
| 7D | +6.9% | -11.3% | +18.2% | +8.2% |
| 30D | +5.3% | +3.6% | +1.7% | +5.0% |
| 3M | -14.9% | +1.7% | -16.6% | -15.3% |
| 6M | +80.0% | +123.5% | -43.5% | +65.3% |
| YTD | +89.4% | +40.2% | +49.1% | +81.9% |
| 1Y | +253.1% | +81.0% | +172.1% | +236.9% |
| All | +253.1% | +83.7% | +169.4% | +236.9% |
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