-26.3%
FRSH vs TMF
-32.2%
+6.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +4.6% | -9.3% | +13.9% | +5.7% |
| 30D | -7.5% | +1.9% | -9.4% | -7.8% |
| 3M | -0.1% | -11.2% | +11.2% | +1.0% |
| 6M | +54.5% | -17.7% | +72.2% | +57.2% |
| YTD | +3.4% | -24.5% | +27.9% | +6.2% |
| 1Y | +6.4% | -29.4% | +35.8% | +10.1% |
| 3Y | -26.3% | -33.4% | +7.2% | -29.7% |
| All | -26.3% | -32.2% | +6.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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