-4.5%
TT vs FROG
+83.7%
-88.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.7% |
| 7D | -8.5% | -14.1% | +5.6% | -8.9% |
| 30D | -12.8% | -11.8% | -1.0% | -13.1% |
| 3M | -12.9% | +0.1% | -13.0% | -12.6% |
| 6M | -15.2% | +64.2% | -79.4% | -13.0% |
| YTD | +6.2% | +38.2% | -32.0% | +7.9% |
| 1Y | -4.5% | +85.4% | -89.9% | -3.9% |
| All | -4.5% | +83.7% | -88.2% | -3.9% |
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