+11.5%
TPR vs FRSH
-10.8%
+22.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -5.1% | -11.2% | +6.0% | -6.2% |
| 30D | -27.6% | -0.8% | -26.7% | -27.3% |
| 3M | -17.5% | +26.4% | -43.9% | -16.2% |
| 6M | -21.3% | +48.4% | -69.7% | -19.6% |
| YTD | -8.5% | -3.1% | -5.4% | -5.5% |
| 1Y | +11.5% | -8.7% | +20.1% | +15.9% |
| All | +11.5% | -10.8% | +22.2% | +15.9% |
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 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