+59.8%
FROG vs TMF
-91.5%
+151.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.9% |
| 7D | +17.0% | -1.1% | +18.1% | +17.1% |
| 30D | +1.3% | +11.8% | -10.5% | 0.0% |
| 3M | +17.5% | -4.0% | +21.5% | +17.7% |
| 6M | +46.8% | -16.5% | +63.3% | +49.1% |
| YTD | +65.8% | -19.9% | +85.7% | +69.1% |
| 1Y | +61.0% | -25.6% | +86.6% | +65.3% |
| 3Y | +296.7% | -29.9% | +326.6% | +301.6% |
| 5Y | +177.8% | -88.2% | +266.1% | +208.4% |
| All | +59.8% | -91.5% | +151.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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