+482.8%
TLN vs FRSH
-46.2%
+529.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +5.8% | -9.6% | +15.4% | +6.9% |
| 30D | -6.9% | -0.4% | -6.4% | -7.1% |
| 3M | -10.9% | +27.2% | -38.1% | -14.6% |
| 6M | -4.6% | +42.2% | -46.8% | -11.0% |
| YTD | -14.7% | -2.6% | -12.1% | -14.7% |
| 1Y | -17.9% | -10.2% | -7.7% | -16.6% |
| All | +482.8% | -46.2% | +529.0% | +504.8% |
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