+124.0%
TDG vs FROG
+207.6%
-83.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.0% |
| 7D | +1.7% | +12.5% | -10.8% | +0.6% |
| 30D | +9.7% | +23.5% | -13.8% | +6.9% |
| 3M | -2.3% | +19.4% | -21.7% | -4.8% |
| 6M | +1.3% | +77.0% | -75.7% | -5.8% |
| YTD | -8.5% | +81.9% | -90.3% | -16.4% |
| 1Y | -8.1% | +90.7% | -98.8% | -16.8% |
| 3Y | +43.4% | +328.5% | -285.1% | +7.7% |
| All | +124.0% | +207.6% | -83.6% | +68.5% |
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 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