+142.4%
FROG vs TDY
+34.3%
+108.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | +3.0% | -12.5% | +15.5% | +9.5% |
| 3M | +10.3% | -0.8% | +11.1% | +10.2% |
| 6M | +116.7% | -9.0% | +125.7% | +124.4% |
| YTD | +41.9% | +16.8% | +25.1% | +25.9% |
| 1Y | +78.5% | +9.5% | +69.1% | +64.4% |
| 3Y | +224.1% | +45.4% | +178.7% | +147.4% |
| 5Y | +142.4% | +37.8% | +104.6% | +86.1% |
| All | +142.4% | +34.3% | +108.1% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling