+126.1%
TDG vs FROG
+136.2%
-10.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -9.3% | +3.0% | -12.2% | -9.7% |
| 3M | -7.1% | +10.3% | -17.4% | -8.5% |
| 6M | -11.2% | +116.7% | -127.8% | -20.1% |
| YTD | -15.3% | +41.9% | -57.2% | -20.3% |
| 1Y | -12.5% | +78.5% | -91.0% | -21.0% |
| 3Y | +51.2% | +224.1% | -172.9% | +16.7% |
| 5Y | +126.1% | +142.4% | -16.3% | +78.1% |
| All | +126.1% | +136.2% | -10.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling