+967.5%
TTMI vs FROG
+24.4%
+943.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.8% |
| 7D | +6.0% | -2.2% | +8.2% | +6.3% |
| 30D | -6.4% | +3.0% | -9.4% | -6.9% |
| 3M | -28.9% | +10.3% | -39.2% | -30.3% |
| 6M | +26.9% | +116.7% | -89.8% | +11.0% |
| YTD | +77.3% | +41.9% | +35.4% | +63.5% |
| 1Y | +147.5% | +78.5% | +69.0% | +118.6% |
| 3Y | +847.6% | +224.1% | +623.5% | +633.0% |
| 5Y | +802.2% | +142.4% | +659.8% | +579.4% |
| All | +967.5% | +24.4% | +943.2% | +719.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling