+1,048.9%
TSEM vs FROG
+22.5%
+1,026.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +4.7% | -4.8% | +9.5% | +5.5% |
| 30D | -14.2% | -0.9% | -13.3% | -14.3% |
| 3M | -5.0% | +7.5% | -12.5% | -6.6% |
| 6M | +87.6% | +107.0% | -19.4% | +64.1% |
| YTD | +84.4% | +39.8% | +44.6% | +69.7% |
| 1Y | +235.4% | +74.8% | +160.6% | +195.3% |
| 3Y | +668.0% | +219.3% | +448.7% | +492.6% |
| 5Y | +644.7% | +133.0% | +511.8% | +485.9% |
| All | +1,048.9% | +22.5% | +1,026.4% | +847.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling