+179.9%
FROG vs TD
+105.4%
+74.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +6.4% |
| 7D | +27.1% | -0.6% | +27.7% | +27.8% |
| 30D | +5.8% | +7.9% | -2.1% | +2.2% |
| 3M | +20.8% | +3.1% | +17.7% | +19.2% |
| 6M | +53.3% | +17.2% | +36.1% | +41.3% |
| YTD | +73.2% | +34.7% | +38.5% | +47.2% |
| 1Y | +80.3% | +56.9% | +23.4% | +41.0% |
| 3Y | +318.3% | +134.7% | +183.6% | +157.6% |
| 5Y | +179.9% | +104.8% | +75.1% | +79.5% |
| All | +179.9% | +105.4% | +74.5% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling