-49.1%
TSLL vs FROG
+354.8%
-403.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.9% |
| 7D | +17.8% | +12.5% | +5.3% | +12.1% |
| 30D | +8.2% | +23.5% | -15.3% | -2.6% |
| 3M | +20.9% | +19.4% | +1.5% | +9.7% |
| 6M | -37.5% | +77.0% | -114.5% | -53.6% |
| YTD | -44.5% | +81.9% | -126.4% | -61.4% |
| 1Y | -33.0% | +90.7% | -123.6% | -54.7% |
| 3Y | -6.4% | +328.5% | -334.9% | -65.1% |
| All | -49.1% | +354.8% | -403.9% | -82.2% |
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