+19.4%
TSN vs FROG
+83.7%
-64.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +5.4% |
| 7D | +8.4% | -14.1% | +22.5% | +8.7% |
| 30D | +16.1% | -11.8% | +27.9% | +16.3% |
| 3M | +3.2% | +0.1% | +3.0% | +2.8% |
| 6M | -11.1% | +64.2% | -75.3% | -13.6% |
| YTD | +5.1% | +38.2% | -33.2% | +3.0% |
| 1Y | +19.4% | +85.4% | -66.0% | +13.9% |
| All | +19.4% | +83.7% | -64.3% | +13.9% |
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 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