+586.7%
TTMI vs FROG
+53.7%
+533.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.8% | +3.2% | +7.9% |
| 7D | +7.2% | +26.8% | -19.6% | +2.5% |
| 30D | -28.7% | +10.6% | -39.3% | -30.0% |
| 3M | -39.8% | +27.2% | -67.0% | -42.4% |
| 6M | -51.7% | +58.7% | -110.4% | -55.6% |
| YTD | +14.1% | +75.3% | -61.3% | +1.2% |
| 1Y | +16.0% | +71.1% | -55.1% | +3.4% |
| 3Y | +452.7% | +319.6% | +133.1% | +310.1% |
| 5Y | +451.5% | +195.7% | +255.9% | +300.3% |
| All | +586.7% | +53.7% | +533.1% | +407.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling