+195.7%
FROG vs TMF
-88.3%
+284.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +26.8% | -3.4% | +30.2% | +27.2% |
| 30D | +10.6% | +11.5% | -0.9% | +9.3% |
| 3M | +27.2% | -4.5% | +31.7% | +27.5% |
| 6M | +58.7% | -15.0% | +73.7% | +60.9% |
| YTD | +75.3% | -19.9% | +95.2% | +78.7% |
| 1Y | +71.1% | -26.6% | +97.6% | +75.7% |
| 3Y | +319.6% | -29.8% | +349.4% | +324.3% |
| 5Y | +195.7% | -88.2% | +283.8% | +184.6% |
| All | +195.7% | -88.3% | +284.0% | +184.6% |
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