-75.0%
FRSH vs TW
+24.7%
-99.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -11.2% | -2.7% | -8.4% | -9.8% |
| 30D | -0.8% | -1.7% | +0.9% | +0.2% |
| 3M | +26.4% | +1.6% | +24.8% | +24.6% |
| 6M | +48.4% | -17.7% | +66.1% | +63.4% |
| YTD | -3.1% | -4.3% | +1.2% | -2.7% |
| 1Y | -8.7% | -13.1% | +4.4% | -3.2% |
| 3Y | -45.8% | +20.3% | -66.1% | -60.0% |
| All | -75.0% | +24.7% | -99.8% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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