-51.8%
TE vs FRSH
-72.4%
+20.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | +15.0% | -9.6% | +24.5% | +19.7% |
| 30D | -7.5% | -0.4% | -7.1% | -8.0% |
| 3M | -42.0% | +27.2% | -69.1% | -49.8% |
| 6M | -31.4% | +42.2% | -73.6% | -44.9% |
| YTD | -26.5% | -2.6% | -23.9% | -30.5% |
| 1Y | +153.1% | -10.2% | +163.3% | +148.9% |
| 3Y | -20.7% | -45.5% | +24.8% | -4.7% |
| All | -51.8% | -72.4% | +20.6% | -50.3% |
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 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