+35.2%
FROG vs TD
+221.5%
-186.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 6M | +123.5% | +25.0% | +98.5% | +100.2% |
| YTD | +40.2% | +31.0% | +9.2% | +22.5% |
| 1Y | +81.0% | +65.2% | +15.8% | +41.2% |
| 3Y | +194.8% | +122.5% | +72.3% | +95.9% |
| 5Y | +131.8% | +124.8% | +7.0% | +56.2% |
| All | +35.2% | +221.5% | -186.3% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling