-8.1%
FRSH vs TAP
-18.5%
+10.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -11.2% | -5.3% | -5.9% | -10.4% |
| 30D | -0.8% | -7.4% | +6.5% | +0.3% |
| 3M | +26.4% | -4.9% | +31.3% | +27.2% |
| 6M | +48.4% | -14.2% | +62.6% | +47.5% |
| YTD | -3.1% | -14.8% | +11.7% | -6.2% |
| All | -8.1% | -18.5% | +10.5% | -12.6% |
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