+104.7%
TNA vs FRSH
-46.4%
+151.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.3% | -6.6% | -0.7% | -3.9% |
| 30D | -14.2% | +2.1% | -16.3% | -15.9% |
| 3M | -4.6% | +29.0% | -33.5% | -19.4% |
| 6M | +36.9% | +48.6% | -11.7% | +2.5% |
| YTD | +42.5% | -2.9% | +45.5% | +37.8% |
| 1Y | +45.8% | -7.9% | +53.7% | +46.3% |
| 3Y | +104.7% | -46.5% | +151.2% | +178.9% |
| All | +104.7% | -46.4% | +151.0% | +178.9% |
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