+315.0%
TSEM vs FROG
+182.9%
+132.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +9.6% |
| 7D | -2.0% | +27.1% | -29.1% | -6.3% |
| 30D | -33.4% | +5.8% | -39.2% | -34.5% |
| 3M | -39.7% | +20.8% | -60.5% | -42.1% |
| 6M | -27.8% | +53.3% | -81.2% | -33.7% |
| YTD | +29.7% | +73.2% | -43.5% | +14.2% |
| 1Y | +81.1% | +80.3% | +0.8% | +58.4% |
| 3Y | +529.3% | +318.3% | +211.0% | +359.4% |
| 5Y | +315.0% | +179.9% | +135.1% | +221.3% |
| All | +315.0% | +182.9% | +132.0% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling