+19.3%
TPR vs FRSH
+21.1%
-1.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +2.9% |
| 7D | +12.6% | -13.8% | +26.4% | +11.0% |
| 30D | +7.1% | +0.3% | +6.8% | +7.1% |
| 3M | -19.4% | +10.1% | -29.5% | -18.1% |
| 6M | -9.7% | +47.7% | -57.4% | -6.3% |
| YTD | -1.0% | +8.2% | -9.3% | +2.3% |
| 1Y | +19.3% | +21.4% | -2.1% | +18.7% |
| All | +19.3% | +21.1% | -1.8% | +18.7% |
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