-74.6%
FRSH vs TXT
+16.7%
-91.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.3% |
| 7D | -10.1% | -0.2% | -9.9% | -10.0% |
| 30D | +2.2% | -11.1% | +13.3% | +9.6% |
| 3M | +28.6% | -13.0% | +41.6% | +38.2% |
| 6M | +40.2% | -16.2% | +56.4% | +52.1% |
| YTD | -1.2% | -8.7% | +7.5% | -1.0% |
| 1Y | -7.9% | -3.8% | -4.1% | -12.0% |
| 3Y | -44.7% | +5.5% | -50.3% | -53.6% |
| All | -74.6% | +16.7% | -91.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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