-44.0%
TSLL vs FROG
+72.4%
-116.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | 0.0% | +4.0% |
| 7D | +0.5% | +26.8% | -26.4% | -6.7% |
| 30D | +2.7% | +10.6% | -7.9% | -1.6% |
| 3M | +26.3% | +27.2% | -0.9% | +16.8% |
| 6M | -37.2% | +58.7% | -95.9% | -45.2% |
| YTD | -44.2% | +75.3% | -119.6% | -52.1% |
| 1Y | -44.0% | +71.1% | -115.0% | -51.8% |
| All | -44.0% | +72.4% | -116.4% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling