+328.5%
FROG vs TMF
-32.2%
+360.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | +12.5% | -9.3% | +21.8% | +13.2% |
| 30D | +23.5% | +1.9% | +21.6% | +23.1% |
| 3M | +19.4% | -11.2% | +30.6% | +20.3% |
| 6M | +77.0% | -17.7% | +94.7% | +79.5% |
| YTD | +81.9% | -24.5% | +106.3% | +85.8% |
| 1Y | +90.7% | -29.4% | +120.1% | +95.5% |
| 3Y | +328.5% | -33.4% | +361.9% | +310.0% |
| All | +328.5% | -32.2% | +360.8% | +310.0% |
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