+11.1%
TSN vs FROG
+45.3%
-34.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.8% |
| 7D | +5.8% | +17.0% | -11.2% | +5.5% |
| 30D | +12.8% | +1.3% | +11.5% | +12.7% |
| 3M | +6.5% | +17.5% | -11.0% | +5.9% |
| 6M | -10.3% | +46.8% | -57.0% | -11.3% |
| YTD | +5.5% | +65.8% | -60.3% | +3.5% |
| 1Y | +15.8% | +61.0% | -45.2% | +13.7% |
| 3Y | +42.5% | +296.7% | -254.2% | +35.6% |
| 5Y | -14.3% | +177.8% | -192.2% | -19.8% |
| All | +11.1% | +45.3% | -34.2% | +3.0% |
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 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