+444.9%
TTMI vs FROG
+323.8%
+121.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | +22.6% | +48.2% | -25.6% | +12.8% |
| 30D | -34.3% | +11.4% | -45.7% | -35.9% |
| 3M | -44.8% | +28.5% | -73.3% | -47.3% |
| 6M | -53.3% | +63.7% | -117.0% | -57.3% |
| YTD | +10.6% | +77.1% | -66.5% | -1.7% |
| 1Y | +8.2% | +79.3% | -71.1% | -3.9% |
| All | +444.9% | +323.8% | +121.1% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling