-5.8%
TDG vs FROG
+83.7%
-89.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +0.7% |
| 7D | +7.1% | -14.1% | +21.1% | +6.9% |
| 30D | +11.4% | -11.8% | +23.1% | +11.2% |
| 3M | -4.6% | +0.1% | -4.7% | -4.7% |
| 6M | +5.8% | +64.2% | -58.4% | +5.1% |
| YTD | -8.5% | +38.2% | -46.7% | -9.8% |
| 1Y | -5.8% | +85.4% | -91.2% | -7.9% |
| All | -5.8% | +83.7% | -89.5% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling