+80.5%
TSEM vs FROG
+83.7%
-3.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -8.4% |
| 7D | -23.1% | -14.1% | -9.0% | -21.7% |
| 30D | -40.4% | -11.8% | -28.6% | -39.4% |
| 3M | -37.9% | +0.1% | -38.0% | -37.6% |
| 6M | -30.8% | +64.2% | -95.0% | -33.6% |
| YTD | +26.7% | +38.2% | -11.5% | +22.8% |
| 1Y | +80.5% | +85.4% | -4.9% | +69.9% |
| All | +80.5% | +83.7% | -3.2% | +69.9% |
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