-7.7%
TRI vs FRSH
-72.5%
+64.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -7.9% | -6.6% | -1.3% | -6.8% |
| 30D | -4.5% | +2.1% | -6.6% | -4.7% |
| 3M | +22.1% | +29.0% | -6.9% | +18.0% |
| 6M | -2.8% | +48.6% | -51.4% | -7.6% |
| YTD | -23.4% | -2.9% | -20.5% | -23.9% |
| 1Y | -41.5% | -7.9% | -33.6% | -41.7% |
| 3Y | -19.2% | -46.5% | +27.3% | -16.5% |
| All | -7.7% | -72.5% | +64.8% | -3.6% |
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