-37.7%
TSLL vs FROG
+114.1%
-151.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.3% | -8.5% | -10.8% |
| 7D | +1.9% | -11.3% | +13.2% | +5.9% |
| 30D | +17.8% | +3.6% | +14.1% | +17.2% |
| 3M | -37.0% | +1.7% | -38.7% | -37.4% |
| 6M | -37.7% | +123.5% | -161.2% | -56.3% |
| All | -37.7% | +114.1% | -151.8% | -56.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling