+167.4%
FROG vs TMF
-88.0%
+255.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.2% | +35.5% | +35.3% |
| 7D | +7.0% | +1.2% | +5.8% | +6.8% |
| 30D | +2.9% | +19.7% | -16.9% | +0.9% |
| 3M | +21.6% | -2.1% | +23.7% | +21.7% |
| 6M | +87.7% | -13.4% | +101.1% | +90.0% |
| YTD | +61.7% | -16.7% | +78.4% | +64.3% |
| 1Y | +113.7% | -23.3% | +137.0% | +118.7% |
| 3Y | +267.7% | -24.8% | +292.6% | +269.2% |
| All | +167.4% | -88.0% | +255.3% | +164.7% |
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