-36.6%
TSLL vs FROG
+41.2%
-77.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.6% | -8.3% | -16.9% |
| 7D | -28.9% | -24.5% | -4.4% | -21.5% |
| 30D | -21.4% | -24.3% | +2.8% | -13.7% |
| 3M | +5.0% | -11.7% | +16.7% | +10.9% |
| 6M | -36.6% | +37.1% | -73.7% | -33.2% |
| All | -36.6% | +41.2% | -77.8% | -33.2% |
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 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