-84.6%
TTD vs FROG
+182.9%
-267.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +7.1% | +8.3% | +13.1% |
| 7D | +19.0% | +27.1% | -8.1% | +7.6% |
| 30D | +23.6% | +5.8% | +17.8% | +18.3% |
| 3M | +8.2% | +20.8% | -12.7% | -2.2% |
| 6M | -35.3% | +53.3% | -88.7% | -47.8% |
| YTD | -60.7% | +73.2% | -133.9% | -71.3% |
| 1Y | -65.3% | +80.3% | -145.6% | -75.3% |
| 3Y | -80.6% | +318.3% | -398.9% | -93.4% |
| 5Y | -84.6% | +179.9% | -264.5% | -93.3% |
| All | -84.6% | +182.9% | -267.5% | -93.3% |
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