-44.0%
TSLL vs FRSH
+6.3%
-50.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.5% |
| 7D | +0.5% | -8.9% | +9.4% | +2.4% |
| 30D | +2.7% | -13.2% | +15.9% | +5.1% |
| 3M | +26.3% | +0.9% | +25.4% | +26.5% |
| 6M | -37.2% | +40.3% | -77.5% | -39.9% |
| YTD | -44.2% | -1.4% | -42.8% | -40.1% |
| 1Y | -44.0% | +3.8% | -47.7% | -41.3% |
| All | -44.0% | +6.3% | -50.3% | -41.3% |
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