+85.4%
FROG vs TD
+61.0%
+24.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.8% |
| 7D | -14.1% | +1.4% | -15.4% | -14.2% |
| 30D | -11.8% | +10.2% | -22.0% | -12.8% |
| 3M | +0.1% | +8.1% | -8.0% | -0.7% |
| 6M | +64.2% | +22.3% | +41.9% | +59.6% |
| YTD | +38.2% | +39.0% | -0.8% | +24.3% |
| 1Y | +85.4% | +62.6% | +22.8% | +50.7% |
| All | +85.4% | +61.0% | +24.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling