-23.4%
TSLL vs FRSH
-3.3%
-20.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.7% | -7.1% | -11.0% |
| 7D | +1.9% | -8.2% | +10.0% | +3.5% |
| 30D | +17.8% | +10.5% | +7.3% | +16.7% |
| 3M | -37.0% | +32.7% | -69.8% | -38.7% |
| 6M | -37.7% | +50.3% | -88.0% | -41.5% |
| YTD | -51.4% | +3.9% | -55.3% | -48.8% |
| 1Y | -23.4% | -2.2% | -21.2% | -26.7% |
| All | -23.4% | -3.3% | -20.0% | -26.7% |
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 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