-36.4%
TLT vs FRSH
-72.5%
+36.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -6.6% | +5.0% | -1.5% |
| 30D | -1.1% | +2.1% | -3.2% | -1.2% |
| 3M | -4.9% | +29.0% | -33.8% | -5.3% |
| 6M | -5.0% | +48.6% | -53.6% | -5.7% |
| YTD | -4.4% | -2.9% | -1.4% | -4.4% |
| 1Y | -6.4% | -7.9% | +1.5% | -6.4% |
| 3Y | -2.0% | -46.5% | +44.5% | -1.5% |
| All | -36.4% | -72.5% | +36.1% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling