+41.0%
TSM vs FROG
+72.8%
-31.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +14.8% | +48.2% | -33.4% | +8.7% |
| 30D | -8.9% | +11.4% | -20.3% | -11.3% |
| 3M | -5.3% | +28.5% | -33.8% | -8.8% |
| 6M | +2.6% | +63.7% | -61.2% | -2.1% |
| YTD | +34.5% | +77.1% | -42.6% | +28.3% |
| 1Y | +41.0% | +79.3% | -38.3% | +33.5% |
| All | +41.0% | +72.8% | -31.8% | +33.5% |
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