+901.9%
TTMI vs FROG
+202.6%
+699.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | +12.2% | -5.5% | +17.7% | +13.1% |
| 30D | -5.7% | -3.1% | -2.6% | -5.3% |
| 3M | -27.5% | +1.2% | -28.7% | -28.0% |
| 6M | +47.1% | +113.7% | -66.5% | +27.2% |
| YTD | +87.5% | +38.9% | +48.6% | +72.9% |
| 1Y | +175.2% | +72.0% | +103.2% | +141.8% |
| 3Y | +901.9% | +217.1% | +684.8% | +571.7% |
| All | +901.9% | +202.6% | +699.3% | +571.7% |
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