-2.2%
FRSH vs TAP
-14.5%
+12.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | -8.2% | -2.3% | -5.8% | -7.9% |
| 30D | +10.5% | -2.1% | +12.6% | +10.8% |
| 3M | +32.7% | +6.6% | +26.1% | +33.7% |
| 6M | +50.3% | -11.5% | +61.8% | +47.7% |
| YTD | +3.9% | -10.3% | +14.2% | -0.1% |
| 1Y | -2.2% | -14.4% | +12.2% | -8.2% |
| All | -2.2% | -14.5% | +12.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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