+146.0%
TT vs FROG
+129.7%
+16.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.1% |
| 7D | 0.0% | -11.3% | +11.3% | +0.9% |
| 30D | -7.2% | +3.6% | -10.8% | -7.6% |
| 3M | -3.0% | +1.7% | -4.6% | -3.5% |
| 6M | +1.4% | +123.5% | -122.2% | -7.2% |
| YTD | +15.9% | +40.2% | -24.4% | +10.4% |
| 1Y | +9.4% | +81.0% | -71.6% | +0.3% |
| 3Y | +124.4% | +194.8% | -70.4% | +84.1% |
| All | +146.0% | +129.7% | +16.4% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling