+17.5%
TFC vs FRSH
-72.0%
+89.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.4% |
| 7D | +2.2% | -10.1% | +12.3% | +3.9% |
| 30D | -2.5% | +2.2% | -4.7% | -3.0% |
| 3M | +4.5% | +28.6% | -24.0% | 0.0% |
| 6M | +11.0% | +40.2% | -29.2% | +4.0% |
| YTD | +5.9% | -1.2% | +7.1% | +4.4% |
| 1Y | +14.6% | -7.9% | +22.5% | +14.1% |
| 3Y | +96.7% | -44.7% | +141.5% | +106.7% |
| All | +17.5% | -72.0% | +89.5% | +16.9% |
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 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