+125.3%
FROG vs TMF
-87.5%
+212.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -11.3% | -1.4% | -9.8% | -11.1% |
| 30D | +3.6% | -2.8% | +6.5% | +3.9% |
| 3M | +1.7% | -10.9% | +12.6% | +2.7% |
| 6M | +123.5% | -21.3% | +144.8% | +128.4% |
| YTD | +40.2% | -15.9% | +56.1% | +42.5% |
| 1Y | +81.0% | -15.7% | +96.7% | +83.6% |
| 3Y | +194.8% | -43.4% | +238.1% | +202.6% |
| All | +125.3% | -87.5% | +212.8% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling