-14.7%
TSLA vs FROG
+70.9%
-85.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | +1.1% |
| 7D | -4.7% | +17.0% | -21.7% | -7.4% |
| 30D | -0.8% | +1.3% | -2.1% | -2.1% |
| 3M | +14.8% | +17.5% | -2.7% | +11.0% |
| 6M | -11.3% | +46.8% | -58.1% | -16.8% |
| YTD | -15.6% | +65.8% | -81.3% | -21.7% |
| 1Y | -14.7% | +61.0% | -75.7% | -20.8% |
| All | -14.7% | +70.9% | -85.6% | -20.8% |
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