+16.0%
TFC vs FRSH
-9.2%
+25.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.4% | -6.6% | +4.2% | -2.0% |
| 30D | -3.4% | +2.1% | -5.5% | -3.6% |
| 3M | +0.4% | +29.0% | -28.5% | -1.6% |
| 6M | +12.7% | +48.6% | -35.9% | +8.2% |
| YTD | +5.6% | -2.9% | +8.5% | +5.7% |
| 1Y | +16.0% | -7.9% | +23.9% | +13.9% |
| All | +16.0% | -9.2% | +25.2% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling