+683.0%
TSEM vs FROG
+45.3%
+637.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.4% |
| 7D | -9.5% | +17.0% | -26.5% | -12.3% |
| 30D | -35.5% | +1.3% | -36.8% | -36.0% |
| 3M | -41.6% | +17.5% | -59.0% | -43.6% |
| 6M | -30.1% | +46.8% | -76.8% | -35.3% |
| YTD | +25.7% | +65.8% | -40.1% | +11.6% |
| 1Y | +50.5% | +61.0% | -10.5% | +34.2% |
| 3Y | +501.7% | +296.7% | +205.0% | +346.3% |
| 5Y | +310.9% | +177.8% | +133.1% | +212.8% |
| All | +683.0% | +45.3% | +637.7% | +523.8% |
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