+236.4%
TSM vs FROG
+160.8%
+75.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +35.3% | -29.0% | +0.1% |
| 7D | -7.6% | +7.0% | -14.5% | -9.4% |
| 30D | -20.5% | +2.9% | -23.4% | -21.7% |
| 3M | -10.0% | +21.6% | -31.6% | -14.3% |
| 6M | -10.1% | +87.7% | -97.7% | -21.4% |
| YTD | +24.5% | +61.7% | -37.2% | +9.8% |
| 1Y | +31.2% | +113.7% | -82.5% | +8.1% |
| 3Y | +322.0% | +267.7% | +54.2% | +187.9% |
| All | +236.4% | +160.8% | +75.6% | +129.0% |
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