-55.4%
TSLL vs FROG
+250.7%
-306.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.3% | -8.5% | -10.4% |
| 7D | +1.9% | -11.3% | +13.2% | +7.5% |
| 30D | +17.8% | +3.6% | +14.1% | +16.0% |
| 3M | -37.0% | +1.7% | -38.7% | -38.1% |
| 6M | -37.7% | +123.5% | -161.2% | -58.9% |
| YTD | -51.4% | +40.2% | -91.6% | -61.4% |
| 1Y | -23.4% | +81.0% | -104.4% | -48.7% |
| 3Y | -30.8% | +194.8% | -225.5% | -68.5% |
| All | -55.4% | +250.7% | -306.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling