+274.3%
TT vs FROG
+55.2%
+219.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +8.1% | +48.2% | -40.2% | +5.1% |
| 30D | -11.3% | +11.4% | -22.7% | -12.3% |
| 3M | -11.2% | +28.5% | -39.7% | -13.2% |
| 6M | -8.9% | +63.7% | -72.6% | -12.7% |
| YTD | +9.7% | +77.1% | -67.3% | +3.6% |
| 1Y | +1.3% | +79.3% | -78.1% | -4.6% |
| 3Y | +93.4% | +323.8% | -230.4% | +63.5% |
| 5Y | +133.5% | +198.9% | -65.4% | +91.7% |
| All | +274.3% | +55.2% | +219.1% | +204.0% |
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