+91.5%
TT vs FROG
+335.2%
-243.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | +4.0% | +12.5% | -8.5% | +3.5% |
| 30D | -11.3% | +23.5% | -34.8% | -12.4% |
| 3M | -12.3% | +19.4% | -31.7% | -13.3% |
| 6M | -10.8% | +77.0% | -87.8% | -13.5% |
| YTD | +8.2% | +81.9% | -73.7% | +4.4% |
| 1Y | +1.5% | +90.7% | -89.2% | -2.6% |
| 3Y | +91.5% | +328.5% | -237.0% | +58.7% |
| All | +91.5% | +335.2% | -243.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling