+72.7%
T vs FRSH
-72.5%
+145.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -6.6% | +8.1% | +1.7% |
| 30D | +7.5% | +2.1% | +5.4% | +7.4% |
| 3M | +14.8% | +29.0% | -14.1% | +14.0% |
| 6M | -1.7% | +48.6% | -50.4% | -2.8% |
| YTD | +8.7% | -2.9% | +11.6% | +8.8% |
| 1Y | -7.5% | -7.9% | +0.4% | -7.2% |
| 3Y | +110.2% | -46.5% | +156.8% | +114.8% |
| All | +72.7% | -72.5% | +145.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling