+578.5%
TLN vs FRSH
-27.1%
+605.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +11.0% | +4.6% | +6.4% | +10.5% |
| 30D | +4.9% | -7.5% | +12.4% | +5.7% |
| 3M | +4.9% | -0.1% | +5.0% | +4.7% |
| 6M | +7.1% | +54.5% | -47.4% | -1.2% |
| YTD | +0.3% | +3.4% | -3.1% | -0.3% |
| 1Y | +5.9% | +6.4% | -0.5% | +4.3% |
| 3Y | +578.5% | -26.3% | +604.7% | +581.2% |
| All | +578.5% | -27.1% | +605.6% | +581.2% |
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