+125.2%
TD vs FRSH
-72.4%
+197.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -1.9% | -9.6% | +7.6% | -1.1% |
| 30D | -1.6% | -0.4% | -1.2% | -1.7% |
| 3M | +4.6% | +27.2% | -22.6% | +2.0% |
| 6M | +26.8% | +42.2% | -15.4% | +21.8% |
| YTD | +28.3% | -2.6% | +30.9% | +27.5% |
| 1Y | +60.4% | -10.2% | +70.6% | +60.5% |
| 3Y | +125.7% | -45.5% | +171.2% | +133.1% |
| All | +125.2% | -72.4% | +197.6% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling