+10.0%
TYL vs FROG
+22.9%
-13.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.4% |
| 7D | -3.7% | -11.3% | +7.6% | -1.4% |
| 30D | +18.7% | +3.6% | +15.1% | +17.4% |
| 3M | +18.1% | +1.7% | +16.5% | +16.6% |
| 6M | -1.1% | +123.5% | -124.6% | -18.4% |
| YTD | -19.8% | +40.2% | -60.1% | -27.8% |
| 1Y | -34.3% | +81.0% | -115.3% | -44.9% |
| 3Y | -8.2% | +194.8% | -203.0% | -37.2% |
| 5Y | -25.4% | +131.8% | -157.2% | -50.4% |
| All | +10.0% | +22.9% | -13.0% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling