+1.5%
TT vs FROG
+72.4%
-70.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.9% |
| 7D | +3.5% | +26.8% | -23.3% | +3.2% |
| 30D | -11.0% | +10.6% | -21.6% | -11.6% |
| 3M | -12.0% | +27.2% | -39.2% | -11.9% |
| 6M | -10.4% | +58.7% | -69.1% | -9.1% |
| YTD | +9.9% | +75.3% | -65.4% | +10.4% |
| 1Y | +1.5% | +71.1% | -69.6% | +1.5% |
| All | +1.5% | +72.4% | -70.9% | +1.5% |
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 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