+140.5%
TSLA vs FROG
+22.9%
+117.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -4.9% |
| 7D | +1.5% | -11.3% | +12.8% | +5.3% |
| 30D | +10.1% | +3.6% | +6.5% | +8.5% |
| 3M | -15.4% | +1.7% | -17.1% | -16.9% |
| 6M | -12.8% | +123.5% | -136.3% | -35.4% |
| YTD | -21.3% | +40.2% | -61.5% | -33.7% |
| 1Y | +4.6% | +81.0% | -76.4% | -21.5% |
| 3Y | +44.5% | +194.8% | -150.2% | -18.4% |
| 5Y | +44.8% | +131.8% | -87.0% | -18.8% |
| All | +140.5% | +22.9% | +117.5% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling