+19.7%
TMO vs FRSH
+16.1%
+3.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.6% |
| 7D | -4.5% | -15.4% | +10.8% | -2.6% |
| 30D | +3.1% | -7.7% | +10.8% | +4.0% |
| 3M | +17.2% | +10.2% | +7.0% | +15.4% |
| 6M | +45.3% | +38.2% | +7.1% | +37.6% |
| YTD | +17.1% | +3.7% | +13.5% | +15.9% |
| 1Y | +19.7% | +14.8% | +4.8% | +13.3% |
| All | +19.7% | +16.1% | +3.6% | +13.3% |
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