-74.9%
FRSH vs TCOM
+37.1%
-112.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.5% |
| 7D | -9.6% | -10.2% | +0.6% | -6.9% |
| 30D | -0.4% | -16.8% | +16.4% | +4.7% |
| 3M | +27.2% | -16.7% | +43.9% | +33.2% |
| 6M | +42.2% | -27.1% | +69.3% | +54.3% |
| YTD | -2.6% | -45.5% | +42.9% | +13.7% |
| 1Y | -10.2% | -45.9% | +35.7% | +5.0% |
| 3Y | -45.5% | +9.8% | -55.3% | -51.6% |
| All | -74.9% | +37.1% | -112.0% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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