-73.2%
FRSH vs TAP
+5.7%
-78.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | -8.2% | -2.3% | -5.8% | -7.8% |
| 30D | +10.5% | -2.1% | +12.6% | +10.9% |
| 3M | +32.7% | +6.6% | +26.1% | +31.7% |
| 6M | +50.3% | -11.5% | +61.8% | +52.6% |
| YTD | +3.9% | -10.3% | +14.2% | +4.6% |
| 1Y | -2.2% | -14.4% | +12.2% | -0.9% |
| 3Y | -42.9% | -28.3% | -14.6% | -40.9% |
| All | -73.2% | +5.7% | -78.9% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling