-52.0%
TSLL vs FRSH
-22.9%
-29.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | +5.1% | -9.6% | +14.7% | +11.6% |
| 30D | +20.0% | -0.4% | +20.4% | +20.2% |
| 3M | -23.8% | +27.2% | -50.9% | -34.8% |
| 6M | -30.3% | +42.2% | -72.5% | -46.7% |
| YTD | -47.7% | -2.6% | -45.0% | -49.6% |
| 1Y | -21.2% | -10.2% | -11.0% | -20.7% |
| 3Y | -26.9% | -45.5% | +18.7% | -2.0% |
| All | -52.0% | -22.9% | -29.1% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling