-55.4%
TSLL vs FRSH
-17.7%
-37.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.7% | -7.1% | -9.0% |
| 7D | +1.9% | -8.2% | +10.0% | +7.6% |
| 30D | +17.8% | +10.5% | +7.3% | +11.4% |
| 3M | -37.0% | +32.7% | -69.8% | -47.3% |
| 6M | -37.7% | +50.3% | -88.0% | -53.8% |
| YTD | -51.4% | +3.9% | -55.3% | -54.8% |
| 1Y | -23.4% | -2.2% | -21.2% | -26.8% |
| 3Y | -30.8% | -42.9% | +12.1% | -9.6% |
| All | -55.4% | -17.7% | -37.7% | -57.7% |
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 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