-56.8%
TSLL vs FROG
+304.2%
-361.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +35.3% | -26.7% | -6.4% |
| 7D | -21.2% | +7.0% | -28.2% | -24.4% |
| 30D | -13.3% | +2.9% | -16.2% | -15.7% |
| 3M | +15.4% | +21.6% | -6.2% | +3.8% |
| 6M | -34.2% | +87.7% | -121.9% | -53.2% |
| YTD | -52.9% | +61.7% | -114.6% | -65.6% |
| 1Y | -54.3% | +113.7% | -168.0% | -72.2% |
| 3Y | -18.4% | +267.7% | -286.1% | -67.3% |
| All | -56.8% | +304.2% | -361.1% | -84.1% |
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 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