+6.0%
TSLA vs FROG
+73.1%
-67.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.0% | -4.8% | +7.8% | +3.6% |
| 30D | +11.2% | -0.9% | +12.1% | +11.3% |
| 3M | -7.3% | +7.5% | -14.7% | -7.9% |
| 6M | -7.7% | +107.0% | -114.8% | -13.5% |
| YTD | -18.2% | +39.8% | -58.0% | -22.1% |
| 1Y | +6.0% | +74.8% | -68.8% | +3.1% |
| All | +6.0% | +73.1% | -67.1% | +3.1% |
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