-24.1%
TE vs FRSH
-46.4%
+22.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | -6.6% | +6.8% | +3.8% |
| 30D | -5.9% | +2.1% | -8.0% | -8.1% |
| 3M | -45.6% | +29.0% | -74.5% | -55.6% |
| 6M | -43.4% | +48.6% | -92.0% | -59.6% |
| YTD | -31.0% | -2.9% | -28.0% | -35.2% |
| 1Y | +145.2% | -7.9% | +153.1% | +139.5% |
| 3Y | -24.1% | -46.5% | +22.5% | -0.3% |
| All | -24.1% | -46.4% | +22.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling