+285.8%
TPR vs FRSH
-70.7%
+356.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +4.6% | -4.9% | -1.2% |
| 30D | +15.1% | -7.5% | +22.6% | +16.4% |
| 3M | +3.5% | -0.1% | +3.6% | +2.7% |
| 6M | +0.4% | +54.5% | -54.1% | -10.5% |
| YTD | +4.6% | +3.4% | +1.2% | +0.6% |
| 1Y | +33.1% | +6.4% | +26.7% | +26.8% |
| 3Y | +396.0% | -26.3% | +422.2% | +400.0% |
| 5Y | +230.3% | -66.4% | +296.7% | +216.2% |
| All | +285.8% | -70.7% | +356.5% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling