+150.0%
TSLA vs FROG
+21.7%
+128.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +3.4% | -5.5% | +8.9% | +5.2% |
| 30D | +12.0% | -3.1% | +15.2% | +12.7% |
| 3M | -10.0% | +1.2% | -11.2% | -11.5% |
| 6M | -7.2% | +113.7% | -120.9% | -30.2% |
| YTD | -18.1% | +38.9% | -57.0% | -30.8% |
| 1Y | +6.3% | +72.0% | -65.7% | -18.7% |
| 3Y | +48.2% | +217.1% | -169.0% | -18.9% |
| 5Y | +46.5% | +130.6% | -84.1% | -17.7% |
| All | +150.0% | +21.7% | +128.3% | +59.3% |
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 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