+161.0%
TTMI vs FROG
+73.1%
+87.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | +7.5% | -4.8% | +12.3% | +7.9% |
| 30D | -4.5% | -0.9% | -3.5% | -4.3% |
| 3M | -28.5% | +7.5% | -36.0% | -29.0% |
| 6M | +28.4% | +107.0% | -78.7% | +20.6% |
| YTD | +80.1% | +39.8% | +40.3% | +75.8% |
| 1Y | +161.0% | +74.8% | +86.2% | +160.3% |
| All | +161.0% | +73.1% | +87.9% | +160.3% |
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