+1,079.5%
TSEM vs FROG
+22.9%
+1,056.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.3% | +11.2% | +8.4% |
| 7D | +6.9% | -11.3% | +18.2% | +8.8% |
| 30D | +5.3% | +3.6% | +1.7% | +4.5% |
| 3M | -14.9% | +1.7% | -16.6% | -15.5% |
| 6M | +80.0% | +123.5% | -43.5% | +55.6% |
| YTD | +89.4% | +40.2% | +49.1% | +74.1% |
| 1Y | +253.1% | +81.0% | +172.1% | +209.0% |
| 3Y | +642.1% | +194.8% | +447.4% | +479.1% |
| 5Y | +659.1% | +131.8% | +527.3% | +497.6% |
| All | +1,079.5% | +22.9% | +1,056.6% | +872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling