+90.7%
FROG vs TD
+52.8%
+37.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +12.5% | +1.1% | +11.4% | +12.3% |
| 30D | +23.5% | +5.2% | +18.3% | +23.8% |
| 3M | +19.4% | +1.2% | +18.2% | +19.9% |
| 6M | +77.0% | +17.7% | +59.3% | +75.8% |
| YTD | +81.9% | +34.2% | +47.6% | +68.0% |
| 1Y | +90.7% | +55.4% | +35.2% | +65.6% |
| All | +90.7% | +52.8% | +37.8% | +65.6% |
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