+164.4%
TDG vs FROG
+22.3%
+142.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -7.7% | +1.3% | -9.0% | -8.0% |
| 3M | -9.3% | +11.1% | -20.4% | -10.6% |
| 6M | -9.4% | +108.3% | -117.7% | -16.9% |
| YTD | -14.3% | +39.6% | -53.8% | -18.6% |
| 1Y | -11.8% | +74.7% | -86.6% | -19.0% |
| 3Y | +52.0% | +224.1% | -172.1% | +23.9% |
| 5Y | +128.8% | +138.4% | -9.6% | +83.1% |
| All | +164.4% | +22.3% | +142.1% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling