-75.0%
FRSH vs TRU
-31.3%
-43.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -11.2% | -9.4% | -1.8% | -5.3% |
| 30D | -0.8% | -4.1% | +3.3% | +2.0% |
| 3M | +26.4% | +13.6% | +12.8% | +16.4% |
| 6M | +48.4% | +3.6% | +44.8% | +43.6% |
| YTD | -3.1% | -9.8% | +6.7% | +2.5% |
| 1Y | -8.7% | -13.6% | +5.0% | -1.8% |
| 3Y | -45.8% | -2.0% | -43.8% | -49.4% |
| All | -75.0% | -31.3% | -43.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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