+27.9%
TYL vs FROG
+55.2%
-27.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -1.6% | +48.2% | -49.8% | -9.4% |
| 30D | +22.1% | +11.4% | +10.7% | +17.7% |
| 3M | +33.4% | +28.5% | +4.8% | +24.2% |
| 6M | +36.8% | +63.7% | -26.9% | +20.4% |
| YTD | -6.7% | +77.1% | -83.8% | -21.2% |
| 1Y | -9.2% | +79.3% | -88.6% | -23.8% |
| 3Y | +1.2% | +323.8% | -322.6% | -37.2% |
| 5Y | -23.0% | +198.9% | -221.9% | -52.0% |
| All | +27.9% | +55.2% | -27.2% | -15.2% |
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