+81.0%
FROG vs TDY
+11.8%
+69.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -11.3% | -1.8% | -9.5% | -11.2% |
| 30D | +3.6% | -10.7% | +14.3% | +4.4% |
| 3M | +1.7% | -1.3% | +3.0% | +1.9% |
| 6M | +123.5% | -10.6% | +134.1% | +123.4% |
| YTD | +40.2% | +19.6% | +20.7% | +27.7% |
| 1Y | +81.0% | +11.6% | +69.4% | +71.2% |
| All | +81.0% | +11.8% | +69.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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