-3.6%
TSN vs FROG
+21.7%
-25.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -5.0% | -5.5% | +0.5% | -4.9% |
| 30D | -9.1% | -3.1% | -6.0% | -9.1% |
| 3M | -7.4% | +1.2% | -8.6% | -7.6% |
| 6M | -13.4% | +113.7% | -127.0% | -15.4% |
| YTD | -8.5% | +38.9% | -47.3% | -9.8% |
| 1Y | -3.2% | +72.0% | -75.2% | -5.1% |
| 3Y | +11.5% | +217.1% | -205.6% | +6.6% |
| 5Y | -19.5% | +130.6% | -150.1% | -24.3% |
| All | -3.6% | +21.7% | -25.3% | -10.2% |
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