+399.5%
TPR vs FRSH
-30.5%
+430.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +6.4% | -8.9% | +15.3% | +7.7% |
| 30D | +13.8% | -13.2% | +27.0% | +15.6% |
| 3M | -16.6% | +0.9% | -17.5% | -17.6% |
| 6M | +0.7% | +40.3% | -39.6% | -7.1% |
| YTD | +5.3% | -1.4% | +6.7% | +4.6% |
| 1Y | +32.4% | +3.8% | +28.6% | +29.1% |
| All | +399.5% | -30.5% | +430.0% | +400.7% |
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