+169.4%
TDG vs FROG
+22.9%
+146.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | -2.0% | -11.3% | +9.3% | -1.0% |
| 30D | -7.4% | +3.6% | -11.0% | -7.9% |
| 3M | -5.4% | +1.7% | -7.0% | -6.0% |
| 6M | -11.6% | +123.5% | -135.2% | -19.6% |
| YTD | -12.6% | +40.2% | -52.9% | -17.1% |
| 1Y | -9.3% | +81.0% | -90.3% | -17.1% |
| 3Y | +49.2% | +194.8% | -145.6% | +23.3% |
| 5Y | +132.1% | +131.8% | +0.3% | +85.9% |
| All | +169.4% | +22.9% | +146.5% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling