-24.7%
TGT vs FRSH
-72.5%
+47.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -6.6% | +1.4% | -4.2% |
| 30D | +1.2% | +2.1% | -0.9% | +0.7% |
| 3M | +18.4% | +29.0% | -10.6% | +13.4% |
| 6M | +33.4% | +48.6% | -15.2% | +24.1% |
| YTD | +63.8% | -2.9% | +66.7% | +62.2% |
| 1Y | +77.2% | -7.9% | +85.1% | +76.6% |
| 3Y | +41.8% | -46.5% | +88.3% | +50.4% |
| All | -24.7% | -72.5% | +47.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling