+10.7%
TTMI vs FROG
+83.7%
-73.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.4% | -7.7% | -9.7% |
| 7D | -19.2% | -14.1% | -5.1% | -17.4% |
| 30D | -44.9% | -11.8% | -33.1% | -43.8% |
| 3M | -44.7% | +0.1% | -44.9% | -44.1% |
| 6M | -53.4% | +64.2% | -117.6% | -54.1% |
| YTD | +6.3% | +38.2% | -31.9% | +5.5% |
| 1Y | +10.7% | +85.4% | -74.7% | +7.0% |
| All | +10.7% | +83.7% | -73.0% | +7.0% |
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