+15.2%
FROG vs TMF
-91.2%
+106.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.1% | -13.6% |
| 7D | -24.5% | +2.7% | -27.2% | -24.7% |
| 30D | -24.3% | +19.3% | -43.6% | -25.7% |
| 3M | -11.7% | -3.7% | -8.0% | -11.5% |
| 6M | +37.1% | -11.3% | +48.5% | +38.5% |
| YTD | +19.5% | -16.6% | +36.1% | +21.4% |
| 1Y | +61.8% | -21.1% | +82.9% | +65.2% |
| 3Y | +178.1% | -26.8% | +204.9% | +180.2% |
| 5Y | +91.2% | -88.0% | +179.3% | +112.2% |
| All | +15.2% | -91.2% | +106.4% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling