+157.9%
TSLA vs FROG
+45.3%
+112.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | +1.7% |
| 7D | -4.7% | +17.0% | -21.7% | -10.3% |
| 30D | -0.8% | +1.3% | -2.1% | -3.1% |
| 3M | +14.8% | +17.5% | -2.7% | +6.4% |
| 6M | -11.3% | +46.8% | -58.1% | -24.8% |
| YTD | -15.6% | +65.8% | -81.3% | -34.0% |
| 1Y | -14.7% | +61.0% | -75.7% | -32.8% |
| 3Y | +76.9% | +296.7% | -219.8% | -11.6% |
| 5Y | +6.7% | +177.8% | -171.2% | -44.4% |
| All | +157.9% | +45.3% | +112.6% | +52.0% |
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