-56.3%
TEAM vs FRSH
-72.4%
+16.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.6% |
| 7D | -4.7% | -9.6% | +4.9% | +1.6% |
| 30D | +17.0% | -0.4% | +17.5% | +17.7% |
| 3M | +85.9% | +27.2% | +58.7% | +62.6% |
| 6M | +116.7% | +42.2% | +74.5% | +81.3% |
| YTD | +9.6% | -2.6% | +12.2% | +13.5% |
| 1Y | -2.5% | -10.2% | +7.6% | +5.3% |
| 3Y | -14.0% | -45.5% | +31.6% | +16.6% |
| All | -56.3% | -72.4% | +16.2% | -36.1% |
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 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