+93.7%
TFC vs FRSH
-46.5%
+140.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.5% | -11.2% | +8.7% | -0.5% |
| 30D | -2.8% | -0.8% | -2.0% | -2.9% |
| 3M | +2.1% | +26.4% | -24.3% | -2.7% |
| 6M | +10.1% | +48.4% | -38.3% | +0.9% |
| YTD | +5.4% | -3.1% | +8.5% | +4.7% |
| 1Y | +16.3% | -8.7% | +25.0% | +16.8% |
| All | +93.7% | -46.5% | +140.2% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling