+318.3%
FROG vs TMF
-29.8%
+348.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.1% | +7.1% |
| 7D | +27.1% | +0.6% | +26.5% | +27.0% |
| 30D | +5.8% | +16.3% | -10.5% | +4.5% |
| 3M | +20.8% | -2.7% | +23.5% | +21.1% |
| 6M | +53.3% | -13.2% | +66.5% | +55.1% |
| YTD | +73.2% | -16.7% | +89.9% | +75.8% |
| 1Y | +80.3% | -22.7% | +103.0% | +83.8% |
| 3Y | +318.3% | -26.1% | +344.4% | +297.8% |
| All | +318.3% | -29.8% | +348.1% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling