-21.3%
TNA vs FRSH
-72.6%
+51.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -7.6% | -11.2% | +3.6% | -1.5% |
| 30D | -13.6% | -0.8% | -12.8% | -14.1% |
| 3M | +2.8% | +26.4% | -23.6% | -12.4% |
| 6M | +34.5% | +48.4% | -13.9% | +1.4% |
| YTD | +41.0% | -3.1% | +44.1% | +33.3% |
| 1Y | +52.0% | -8.7% | +60.7% | +49.1% |
| 3Y | +103.5% | -45.8% | +149.3% | +167.0% |
| All | -21.3% | -72.6% | +51.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling