+27.0%
TYL vs FROG
+41.7%
-14.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +35.3% | -37.6% | -8.5% |
| 7D | +6.7% | +7.0% | -0.3% | +4.0% |
| 30D | +26.5% | +2.9% | +23.7% | +23.7% |
| 3M | +37.3% | +21.6% | +15.7% | +29.1% |
| 6M | +31.2% | +87.7% | -56.5% | +11.3% |
| YTD | -7.4% | +61.7% | -69.0% | -20.4% |
| 1Y | -9.6% | +113.7% | -123.2% | -28.0% |
| 3Y | +1.9% | +267.7% | -265.8% | -34.7% |
| 5Y | -21.1% | +158.8% | -179.9% | -49.6% |
| All | +27.0% | +41.7% | -14.7% | -14.4% |
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