-49.7%
TSLQ vs FRSH
-3.3%
-46.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.7% | +16.7% | +11.1% |
| 7D | -5.8% | -8.2% | +2.4% | -7.0% |
| 30D | -22.1% | +10.5% | -32.6% | -20.9% |
| 3M | +10.1% | +32.7% | -22.7% | +14.2% |
| 6M | -6.8% | +50.3% | -57.1% | -0.2% |
| YTD | +8.5% | +3.9% | +4.6% | +4.4% |
| 1Y | -49.7% | -2.2% | -47.6% | -46.4% |
| All | -49.7% | -3.3% | -46.4% | -46.4% |
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 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