+295.4%
TT vs FROG
+22.9%
+272.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.1% |
| 7D | 0.0% | -11.3% | +11.3% | +0.7% |
| 30D | -7.2% | +3.6% | -10.8% | -7.5% |
| 3M | -3.0% | +1.7% | -4.6% | -3.4% |
| 6M | +1.4% | +123.5% | -122.2% | -5.2% |
| YTD | +15.9% | +40.2% | -24.4% | +11.7% |
| 1Y | +9.4% | +81.0% | -71.6% | +2.5% |
| 3Y | +124.4% | +194.8% | -70.4% | +95.5% |
| 5Y | +138.0% | +131.8% | +6.2% | +99.3% |
| All | +295.4% | +22.9% | +272.5% | +227.6% |
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