+36.0%
TSM vs FROG
+83.7%
-47.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.1% |
| 7D | -10.0% | -14.1% | +4.1% | -9.0% |
| 30D | -18.5% | -11.8% | -6.8% | -17.9% |
| 3M | -4.9% | +0.1% | -5.0% | -4.8% |
| 6M | -1.0% | +64.2% | -65.2% | -2.1% |
| YTD | +31.3% | +38.2% | -7.0% | +29.2% |
| 1Y | +36.0% | +85.4% | -49.4% | +32.4% |
| All | +36.0% | +83.7% | -47.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling