-22.8%
TYL vs FROG
+182.9%
-205.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.9% |
| 7D | +3.5% | +27.1% | -23.6% | -2.3% |
| 30D | +26.9% | +5.8% | +21.1% | +23.5% |
| 3M | +33.8% | +20.8% | +13.0% | +25.9% |
| 6M | +28.8% | +53.3% | -24.5% | +14.1% |
| YTD | -7.9% | +73.2% | -81.1% | -22.6% |
| 1Y | -9.8% | +80.3% | -90.1% | -25.3% |
| 3Y | +1.2% | +318.3% | -317.1% | -42.0% |
| 5Y | -22.8% | +179.9% | -202.7% | -52.5% |
| All | -22.8% | +182.9% | -205.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling