+318.3%
FROG vs TD
+134.4%
+183.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +6.6% |
| 7D | +27.1% | -0.6% | +27.7% | +27.7% |
| 30D | +5.8% | +7.9% | -2.1% | +3.5% |
| 3M | +20.8% | +3.1% | +17.7% | +19.9% |
| 6M | +53.3% | +17.2% | +36.1% | +44.8% |
| YTD | +73.2% | +34.7% | +38.5% | +53.1% |
| 1Y | +80.3% | +56.9% | +23.4% | +48.9% |
| 3Y | +318.3% | +134.7% | +183.6% | +188.0% |
| All | +318.3% | +134.4% | +183.9% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling