-67.3%
TTD vs FROG
+22.9%
-90.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.2% |
| 7D | +6.3% | -11.3% | +17.6% | +10.6% |
| 30D | -23.9% | +3.6% | -27.5% | -25.9% |
| 3M | -31.4% | +1.7% | -33.1% | -33.4% |
| 6M | -42.7% | +123.5% | -166.2% | -59.5% |
| YTD | -62.0% | +40.2% | -102.2% | -68.9% |
| 1Y | -72.2% | +81.0% | -153.2% | -80.2% |
| 3Y | -81.9% | +194.8% | -276.7% | -91.5% |
| 5Y | -81.5% | +131.8% | -213.4% | -91.3% |
| All | -67.3% | +22.9% | -90.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling