+812.9%
TTMI vs FROG
+133.6%
+679.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | +7.5% | -4.8% | +12.3% | +8.3% |
| 30D | -4.5% | -0.9% | -3.5% | -4.5% |
| 3M | -28.5% | +7.5% | -36.0% | -29.9% |
| 6M | +28.4% | +107.0% | -78.7% | +10.2% |
| YTD | +80.1% | +39.8% | +40.3% | +64.0% |
| 1Y | +161.0% | +74.8% | +86.2% | +125.5% |
| 3Y | +862.4% | +219.3% | +643.2% | +591.5% |
| 5Y | +812.9% | +133.0% | +680.0% | +527.8% |
| All | +812.9% | +133.6% | +679.3% | +527.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling