-18.4%
TSLL vs FRSH
-36.3%
+18.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.6% | +13.3% | +11.3% |
| 7D | -21.2% | -17.7% | -3.5% | -11.8% |
| 30D | -13.3% | -11.0% | -2.3% | -7.7% |
| 3M | +15.4% | +4.5% | +10.9% | +11.5% |
| 6M | -34.2% | +36.2% | -70.5% | -48.1% |
| YTD | -52.9% | -1.1% | -51.8% | -54.5% |
| 1Y | -54.3% | +11.6% | -66.0% | -60.4% |
| 3Y | -18.4% | -33.9% | +15.5% | -6.4% |
| All | -18.4% | -36.3% | +18.0% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling