+59.3%
TSEM vs FROG
+80.4%
-21.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +20.5% | +48.2% | -27.7% | +12.7% |
| 30D | -29.0% | +11.4% | -40.4% | -30.8% |
| 3M | -39.4% | +28.5% | -67.9% | -41.6% |
| 6M | -28.5% | +63.7% | -92.2% | -32.0% |
| YTD | +34.4% | +77.1% | -42.6% | +27.4% |
| All | +59.3% | +80.4% | -21.1% | +48.2% |
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