+242.6%
TPR vs FRSH
-72.0%
+314.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.7% |
| 7D | -3.4% | -10.1% | +6.7% | -1.3% |
| 30D | -27.3% | +2.2% | -29.5% | -28.1% |
| 3M | -16.2% | +28.6% | -44.8% | -21.4% |
| 6M | -17.9% | +40.2% | -58.1% | -25.3% |
| YTD | -7.1% | -1.2% | -5.9% | -9.3% |
| 1Y | +13.6% | -7.9% | +21.5% | +12.6% |
| 3Y | +293.7% | -44.7% | +338.5% | +326.0% |
| All | +242.6% | -72.0% | +314.6% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling