-65.5%
TTD vs FROG
+78.6%
-144.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +7.1% | +8.3% | +14.5% |
| 7D | +19.0% | +27.1% | -8.1% | +14.9% |
| 30D | +23.6% | +5.8% | +17.8% | +22.1% |
| 3M | +8.2% | +20.8% | -12.7% | +4.5% |
| 6M | -35.3% | +53.3% | -88.7% | -39.8% |
| YTD | -60.7% | +73.2% | -133.9% | -64.9% |
| All | -65.5% | +78.6% | -144.1% | -69.2% |
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