-16.7%
TLN vs FRSH
-3.3%
-13.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.7% | +8.5% | +3.2% |
| 7D | +7.1% | -8.2% | +15.2% | +6.0% |
| 30D | -3.9% | +10.5% | -14.4% | -2.7% |
| 3M | -16.2% | +32.7% | -48.9% | -13.6% |
| 6M | -5.8% | +50.3% | -56.1% | -3.1% |
| YTD | -15.4% | +3.9% | -19.3% | -13.9% |
| 1Y | -16.7% | -2.2% | -14.5% | -16.0% |
| All | -16.7% | -3.3% | -13.3% | -16.0% |
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