-20.5%
TNA vs FRSH
-72.5%
+52.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.3% | -6.6% | -0.7% | -3.7% |
| 30D | -14.2% | +2.1% | -16.3% | -15.9% |
| 3M | -4.6% | +29.0% | -33.5% | -19.5% |
| 6M | +36.9% | +48.6% | -11.7% | +3.1% |
| YTD | +42.5% | -2.9% | +45.5% | +34.6% |
| 1Y | +45.8% | -7.9% | +53.7% | +42.2% |
| 3Y | +104.7% | -46.5% | +151.2% | +170.6% |
| All | -20.5% | -72.5% | +52.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling