-60.3%
TSLL vs FROG
+198.7%
-259.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.6% | -8.3% | -15.9% |
| 7D | -28.9% | -24.5% | -4.4% | -19.2% |
| 30D | -21.4% | -24.3% | +2.8% | -11.2% |
| 3M | +5.0% | -11.7% | +16.7% | +10.4% |
| 6M | -36.6% | +37.1% | -73.7% | -47.3% |
| YTD | -56.6% | +19.5% | -76.1% | -63.2% |
| 1Y | -60.9% | +61.8% | -122.7% | -72.8% |
| 3Y | -25.2% | +178.1% | -203.3% | -65.7% |
| All | -60.3% | +198.7% | -259.0% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling