-9.9%
TYL vs FROG
+83.7%
-93.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +4.9% |
| 7D | +17.3% | -14.1% | +31.3% | +18.6% |
| 30D | +28.9% | -11.8% | +40.7% | +29.8% |
| 3M | +35.1% | +0.1% | +34.9% | +33.9% |
| 6M | +29.3% | +64.2% | -34.9% | +23.7% |
| YTD | -6.8% | +38.2% | -45.0% | -10.5% |
| 1Y | -9.9% | +85.4% | -95.3% | -13.5% |
| All | -9.9% | +83.7% | -93.6% | -13.5% |
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