+15.8%
TSN vs FROG
+70.9%
-55.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.7% |
| 7D | +5.8% | +17.0% | -11.2% | +6.0% |
| 30D | +12.8% | +1.3% | +11.5% | +13.2% |
| 3M | +6.5% | +17.5% | -11.0% | +6.4% |
| 6M | -10.3% | +46.8% | -57.0% | -11.0% |
| YTD | +5.5% | +65.8% | -60.3% | +4.4% |
| 1Y | +15.8% | +61.0% | -45.2% | +15.0% |
| All | +15.8% | +70.9% | -55.1% | +15.0% |
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 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