-44.4%
TECH vs FRSH
-70.6%
+26.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +1.1% |
| 7D | +0.1% | -8.2% | +8.3% | +2.0% |
| 30D | +0.7% | +10.5% | -9.8% | -1.9% |
| 3M | +36.3% | +32.7% | +3.6% | +26.5% |
| 6M | +25.6% | +50.3% | -24.7% | +12.6% |
| YTD | +23.7% | +3.9% | +19.8% | +19.9% |
| 1Y | +37.6% | -2.2% | +39.8% | +35.0% |
| 3Y | -6.6% | -42.9% | +36.3% | +0.2% |
| All | -44.4% | -70.6% | +26.2% | -41.4% |
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