+273.1%
TSM vs FROG
+129.7%
+143.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +3.4% |
| 7D | +2.7% | -11.3% | +14.0% | +4.7% |
| 30D | +3.6% | +3.6% | 0.0% | +2.6% |
| 3M | -3.4% | +1.7% | -5.0% | -4.4% |
| 6M | +20.6% | +123.5% | -102.9% | +2.7% |
| YTD | +41.9% | +40.2% | +1.6% | +29.7% |
| 1Y | +84.4% | +81.0% | +3.4% | +58.3% |
| 3Y | +380.2% | +194.8% | +185.5% | +246.4% |
| All | +273.1% | +129.7% | +143.5% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling