-73.2%
FRSH vs TMF
-88.3%
+15.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.7% |
| 7D | -8.2% | -1.4% | -6.7% | -8.1% |
| 30D | +10.5% | -2.8% | +13.3% | +10.7% |
| 3M | +32.7% | -10.9% | +43.7% | +33.7% |
| 6M | +50.3% | -21.3% | +71.6% | +52.6% |
| YTD | +3.9% | -15.9% | +19.8% | +5.0% |
| 1Y | -2.2% | -15.7% | +13.6% | -1.3% |
| 3Y | -42.9% | -43.4% | +0.4% | -41.8% |
| All | -73.2% | -88.3% | +15.1% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling