+208.6%
FROG vs TD
+128.3%
+80.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -2.7% |
| 7D | -11.3% | +0.3% | -11.6% | -11.4% |
| 30D | +3.6% | +0.4% | +3.2% | +3.5% |
| 3M | +1.7% | +7.6% | -6.0% | -1.7% |
| 6M | +123.5% | +25.0% | +98.5% | +99.6% |
| YTD | +40.2% | +31.0% | +9.2% | +22.0% |
| 1Y | +81.0% | +65.2% | +15.8% | +39.2% |
| All | +208.6% | +128.3% | +80.2% | +81.9% |
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