+996.0%
TTMI vs FROG
+22.9%
+973.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.3% | +12.2% | +9.3% |
| 7D | +5.9% | -11.3% | +17.1% | +7.7% |
| 30D | -4.3% | +3.6% | -7.9% | -5.0% |
| 3M | -32.0% | +1.7% | -33.7% | -32.5% |
| 6M | +19.5% | +123.5% | -104.1% | +4.0% |
| YTD | +82.0% | +40.2% | +41.8% | +68.1% |
| 1Y | +172.6% | +81.0% | +91.6% | +140.2% |
| 3Y | +744.7% | +194.8% | +549.9% | +562.0% |
| 5Y | +805.6% | +131.8% | +673.7% | +583.9% |
| All | +996.0% | +22.9% | +973.1% | +743.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling