+172.6%
TTMI vs FROG
+83.7%
+88.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.3% | +12.2% | +9.2% |
| 7D | +5.9% | -11.3% | +17.1% | +7.1% |
| 30D | -4.3% | +3.6% | -7.9% | -4.4% |
| 3M | -32.0% | +1.7% | -33.7% | -32.3% |
| 6M | +19.5% | +123.5% | -104.1% | +11.6% |
| YTD | +82.0% | +40.2% | +41.8% | +77.6% |
| 1Y | +172.6% | +81.0% | +91.6% | +166.5% |
| All | +172.6% | +83.7% | +88.9% | +166.5% |
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