+59.7%
TEM vs FRSH
-1.9%
+61.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.7% |
| 7D | +3.2% | -10.1% | +13.3% | +8.1% |
| 30D | +23.5% | +2.2% | +21.3% | +21.6% |
| 3M | +32.3% | +28.6% | +3.7% | +15.7% |
| 6M | +23.0% | +40.2% | -17.2% | +2.3% |
| YTD | +8.9% | -1.2% | +10.1% | +6.2% |
| 1Y | -19.9% | -7.9% | -11.9% | -19.3% |
| All | +59.7% | -1.9% | +61.6% | +42.6% |
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