-80.8%
TTD vs FROG
+129.7%
-210.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.2% |
| 7D | +6.3% | -11.3% | +17.6% | +10.7% |
| 30D | -23.9% | +3.6% | -27.5% | -26.0% |
| 3M | -31.4% | +1.7% | -33.1% | -33.5% |
| 6M | -42.7% | +123.5% | -166.2% | -60.2% |
| YTD | -62.0% | +40.2% | -102.2% | -69.1% |
| 1Y | -72.2% | +81.0% | -153.2% | -80.6% |
| 3Y | -81.9% | +194.8% | -276.7% | -92.3% |
| All | -80.8% | +129.7% | -210.5% | -91.3% |
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 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