-46.6%
FRSH vs TAP
-33.1%
-13.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -11.2% | -5.3% | -5.9% | -10.2% |
| 30D | -0.8% | -7.4% | +6.5% | +0.7% |
| 3M | +26.4% | -4.9% | +31.3% | +27.7% |
| 6M | +48.4% | -14.2% | +62.6% | +51.9% |
| YTD | -3.1% | -14.8% | +11.7% | -1.8% |
| 1Y | -8.7% | -18.1% | +9.4% | -6.8% |
| All | -46.6% | -33.1% | -13.5% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling