+254.6%
TT vs FROG
+41.7%
+213.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +35.3% | -32.9% | +0.1% |
| 7D | -2.0% | +7.0% | -9.0% | -2.8% |
| 30D | -14.0% | +2.9% | -16.9% | -14.6% |
| 3M | -15.9% | +21.6% | -37.5% | -17.5% |
| 6M | -17.3% | +87.7% | -105.0% | -21.7% |
| YTD | +4.0% | +61.7% | -57.7% | -1.2% |
| 1Y | -7.1% | +113.7% | -120.8% | -14.3% |
| 3Y | +90.2% | +267.7% | -177.5% | +62.6% |
| 5Y | +131.1% | +158.8% | -27.7% | +90.7% |
| All | +254.6% | +41.7% | +213.0% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling