-75.0%
FRSH vs TAP
+1.6%
-76.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -6.6% | -3.9% | -2.7% | -6.0% |
| 30D | +2.1% | -5.3% | +7.4% | +3.0% |
| 3M | +29.0% | -3.8% | +32.7% | +29.9% |
| 6M | +48.6% | -11.4% | +60.0% | +51.1% |
| YTD | -2.9% | -13.7% | +10.8% | -1.6% |
| 1Y | -7.9% | -17.2% | +9.3% | -6.2% |
| 3Y | -46.5% | -33.1% | -13.5% | -44.0% |
| All | -75.0% | +1.6% | -76.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling