-48.9%
TSLL vs FROG
+338.4%
-387.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | 0.0% | +3.3% |
| 7D | +0.5% | +26.8% | -26.4% | -9.9% |
| 30D | +2.7% | +10.6% | -7.9% | -3.1% |
| 3M | +26.3% | +27.2% | -0.9% | +11.6% |
| 6M | -37.2% | +58.7% | -95.9% | -51.1% |
| YTD | -44.2% | +75.3% | -119.6% | -60.6% |
| 1Y | -44.0% | +71.1% | -115.0% | -60.0% |
| 3Y | 0.0% | +319.6% | -319.6% | -62.4% |
| All | -48.9% | +338.4% | -387.3% | -81.8% |
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 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