+220.5%
TER vs FRSH
-72.0%
+292.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.2% | +5.2% |
| 7D | +11.0% | -10.1% | +21.1% | +13.2% |
| 30D | -1.9% | +2.2% | -4.1% | -2.8% |
| 3M | -0.7% | +28.6% | -29.3% | -7.7% |
| 6M | +36.4% | +40.2% | -3.8% | +22.2% |
| YTD | +92.4% | -1.2% | +93.7% | +86.2% |
| 1Y | +213.5% | -7.9% | +221.4% | +208.7% |
| 3Y | +277.2% | -44.7% | +322.0% | +314.9% |
| All | +220.5% | -72.0% | +292.6% | +243.8% |
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