-74.9%
FRSH vs TMF
-88.6%
+13.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.3% |
| 7D | -9.6% | -0.9% | -8.7% | -9.5% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +27.2% | -11.3% | +38.5% | +28.1% |
| 6M | +42.2% | -22.7% | +64.9% | +44.6% |
| YTD | -2.6% | -17.3% | +14.7% | -1.5% |
| 1Y | -10.2% | -22.5% | +12.3% | -8.8% |
| 3Y | -45.5% | -43.2% | -2.3% | -44.5% |
| All | -74.9% | -88.6% | +13.6% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling