+34.6%
FROG vs TDY
+88.1%
-53.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | +1.3% | -12.0% | +13.4% | +7.1% |
| 3M | +11.1% | -3.2% | +14.3% | +12.3% |
| 6M | +108.3% | -7.9% | +116.2% | +114.2% |
| YTD | +39.6% | +18.2% | +21.4% | +24.7% |
| 1Y | +74.7% | +6.7% | +68.1% | +64.9% |
| 3Y | +224.1% | +47.5% | +176.5% | +154.3% |
| 5Y | +138.4% | +39.5% | +98.9% | +89.7% |
| All | +34.6% | +88.1% | -53.6% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling