+482.7%
TSM vs FROG
+21.7%
+461.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.5% |
| 7D | +6.0% | -5.5% | +11.5% | +7.0% |
| 30D | +4.5% | -3.1% | +7.6% | +4.7% |
| 3M | +3.1% | +1.2% | +1.9% | +2.1% |
| 6M | +30.2% | +113.7% | -83.5% | +12.4% |
| YTD | +45.2% | +38.9% | +6.3% | +33.2% |
| 1Y | +79.6% | +72.0% | +7.6% | +56.7% |
| 3Y | +411.0% | +217.1% | +193.9% | +273.2% |
| 5Y | +290.7% | +130.6% | +160.1% | +186.1% |
| All | +482.7% | +21.7% | +461.0% | +348.9% |
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