-75.3%
TTD vs FROG
+335.2%
-410.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.0% |
| 7D | +21.3% | +12.5% | +8.8% | +19.3% |
| 30D | +28.7% | +23.5% | +5.2% | +24.1% |
| 3M | +7.7% | +19.4% | -11.7% | +3.9% |
| 6M | -23.5% | +77.0% | -100.5% | -30.7% |
| YTD | -58.7% | +81.9% | -140.6% | -63.4% |
| 1Y | -63.4% | +90.7% | -154.1% | -67.9% |
| 3Y | -75.3% | +328.5% | -403.8% | -85.3% |
| All | -75.3% | +335.2% | -410.5% | -85.3% |
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