-73.4%
FRSH vs TAP
+6.6%
-79.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.5% |
| 7D | +4.6% | +1.3% | +3.4% | +4.4% |
| 30D | -7.5% | +5.7% | -13.2% | -8.5% |
| 3M | -0.1% | -1.9% | +1.8% | 0.0% |
| 6M | +54.5% | +0.9% | +53.6% | +54.0% |
| YTD | +3.4% | -9.5% | +12.9% | +3.8% |
| 1Y | +6.4% | -9.0% | +15.3% | +6.6% |
| 3Y | -26.3% | -22.2% | -4.0% | -24.6% |
| 5Y | -66.4% | +1.2% | -67.6% | -64.6% |
| All | -73.4% | +6.6% | -79.9% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling