+165.0%
TSLA vs FROG
+59.4%
+105.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.6% |
| 7D | +8.9% | +12.5% | -3.6% | +5.1% |
| 30D | +6.3% | +23.5% | -17.3% | -2.2% |
| 3M | +14.8% | +19.4% | -4.6% | +6.0% |
| 6M | -12.4% | +77.0% | -89.4% | -29.8% |
| YTD | -13.2% | +81.9% | -95.1% | -34.0% |
| 1Y | -2.9% | +90.7% | -93.6% | -27.7% |
| 3Y | +74.4% | +328.5% | -254.1% | -14.7% |
| 5Y | +13.3% | +207.0% | -193.7% | -42.7% |
| All | +165.0% | +59.4% | +105.6% | +51.9% |
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