-68.2%
TTD vs FROG
+21.7%
-89.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +1.7% | -5.5% | +7.2% | +3.7% |
| 30D | +1.6% | -3.1% | +4.7% | +2.1% |
| 3M | -27.8% | +1.2% | -29.1% | -29.9% |
| 6M | -52.1% | +113.7% | -165.8% | -65.7% |
| YTD | -63.1% | +38.9% | -101.9% | -69.6% |
| 1Y | -73.1% | +72.0% | -145.0% | -80.4% |
| 3Y | -83.3% | +217.1% | -300.4% | -92.4% |
| 5Y | -80.6% | +130.6% | -211.2% | -90.8% |
| All | -68.2% | +21.7% | -89.9% | -82.6% |
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