-75.0%
FRSH vs TDY
+44.1%
-119.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.6% |
| 7D | -6.6% | -1.1% | -5.5% | -5.9% |
| 30D | +2.1% | -12.0% | +14.2% | +10.3% |
| 3M | +29.0% | -3.2% | +32.2% | +30.0% |
| 6M | +48.6% | -7.9% | +56.5% | +52.8% |
| YTD | -2.9% | +18.2% | -21.2% | -19.8% |
| 1Y | -7.9% | +6.7% | -14.6% | -17.5% |
| 3Y | -46.5% | +47.5% | -94.1% | -64.8% |
| All | -75.0% | +44.1% | -119.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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