+417.2%
TSM vs FROG
+51.8%
+365.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.3% |
| 7D | -2.5% | +27.1% | -29.6% | -7.0% |
| 30D | -14.3% | +5.8% | -20.1% | -15.9% |
| 3M | -7.2% | +20.8% | -28.1% | -11.4% |
| 6M | -5.1% | +53.3% | -58.5% | -13.4% |
| YTD | +28.9% | +73.2% | -44.3% | +12.6% |
| 1Y | +37.1% | +80.3% | -43.2% | +18.7% |
| 3Y | +341.5% | +318.3% | +23.1% | +204.6% |
| 5Y | +245.7% | +179.9% | +65.8% | +142.7% |
| All | +417.2% | +51.8% | +365.4% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling