-9.3%
TDG vs FRSH
-3.3%
-6.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.6% |
| 7D | -2.0% | -8.2% | +6.1% | -1.6% |
| 30D | -7.4% | +10.5% | -17.9% | -8.0% |
| 3M | -5.4% | +32.7% | -38.1% | -7.1% |
| 6M | -11.6% | +50.3% | -61.9% | -14.3% |
| YTD | -12.6% | +3.9% | -16.5% | -11.3% |
| 1Y | -9.3% | -2.2% | -7.2% | -7.9% |
| All | -9.3% | -3.3% | -6.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling