+30.0%
TYL vs FROG
+4.7%
+25.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.6% | +15.3% | +4.3% |
| 7D | +15.1% | -24.5% | +39.6% | +20.8% |
| 30D | +30.1% | -24.3% | +54.3% | +35.8% |
| 3M | +40.4% | -11.7% | +52.1% | +41.4% |
| 6M | +31.3% | +37.1% | -5.9% | +19.3% |
| YTD | -5.2% | +19.5% | -24.7% | -13.1% |
| 1Y | -6.6% | +61.8% | -68.4% | -21.1% |
| 3Y | +3.4% | +178.1% | -174.7% | -29.7% |
| 5Y | -19.3% | +91.2% | -110.5% | -45.0% |
| All | +30.0% | +4.7% | +25.3% | -6.5% |
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 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