+271.2%
TT vs FROG
+51.8%
+219.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.5% | +4.2% |
| 7D | +1.7% | +27.1% | -25.4% | -0.1% |
| 30D | -11.8% | +5.8% | -17.6% | -12.6% |
| 3M | -12.6% | +20.8% | -33.4% | -14.2% |
| 6M | -9.4% | +53.3% | -62.7% | -12.7% |
| YTD | +8.8% | +73.2% | -64.4% | +2.9% |
| 1Y | -2.5% | +80.3% | -82.8% | -8.3% |
| 3Y | +95.7% | +318.3% | -222.7% | +65.6% |
| 5Y | +135.7% | +179.9% | -44.2% | +93.7% |
| All | +271.2% | +51.8% | +219.4% | +201.9% |
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 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