-51.7%
TSLL vs FROG
+314.5%
-366.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +2.8% |
| 7D | -11.0% | +17.0% | -28.0% | -17.4% |
| 30D | -5.3% | +1.3% | -6.6% | -7.2% |
| 3M | +20.8% | +17.5% | +3.3% | +10.4% |
| 6M | -36.0% | +46.8% | -82.8% | -48.5% |
| YTD | -47.3% | +65.8% | -113.1% | -61.9% |
| 1Y | -48.4% | +61.0% | -109.4% | -62.2% |
| 3Y | -5.4% | +296.7% | -302.2% | -63.6% |
| All | -51.7% | +314.5% | -366.2% | -82.4% |
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