+282.6%
TPR vs FRSH
-46.2%
+328.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -7.3% | -9.6% | +2.2% | -5.8% |
| 30D | -30.7% | -0.4% | -30.3% | -31.0% |
| 3M | -21.6% | +27.2% | -48.8% | -25.6% |
| 6M | -21.3% | +42.2% | -63.5% | -27.8% |
| YTD | -10.2% | -2.6% | -7.6% | -10.3% |
| 1Y | +9.5% | -10.2% | +19.7% | +11.5% |
| All | +282.6% | -46.2% | +328.8% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling