-7.6%
TSLA vs FROG
+160.8%
-168.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +35.3% | -31.1% | -6.5% |
| 7D | -10.4% | +7.0% | -17.4% | -13.6% |
| 30D | -5.2% | +2.9% | -8.1% | -7.9% |
| 3M | +12.1% | +21.6% | -9.5% | +2.5% |
| 6M | -10.2% | +87.7% | -97.8% | -30.9% |
| YTD | -20.3% | +61.7% | -82.0% | -37.8% |
| 1Y | -19.7% | +113.7% | -133.3% | -45.1% |
| 3Y | +63.4% | +267.7% | -204.4% | -22.7% |
| All | -7.6% | +160.8% | -168.4% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling