-13.3%
TSLA vs FROG
+83.7%
-97.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.1% |
| 7D | -4.7% | -14.1% | +9.4% | -3.3% |
| 30D | +1.7% | -11.8% | +13.5% | +2.7% |
| 3M | +17.7% | +0.1% | +17.5% | +17.4% |
| 6M | -1.9% | +64.2% | -66.1% | -6.0% |
| YTD | -14.3% | +38.2% | -52.6% | -18.7% |
| 1Y | -13.3% | +85.4% | -98.7% | -16.6% |
| All | -13.3% | +83.7% | -97.0% | -16.6% |
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 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