-95.4%
TSLQ vs FRSH
-46.4%
-49.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -0.9% |
| 7D | -6.6% | -6.6% | 0.0% | -10.2% |
| 30D | -24.3% | +2.1% | -26.4% | -22.6% |
| 3M | -3.6% | +29.0% | -32.6% | +13.2% |
| 6M | -12.0% | +48.6% | -60.6% | +13.4% |
| YTD | +1.4% | -2.9% | +4.3% | -0.7% |
| 1Y | -43.6% | -7.9% | -35.7% | -46.4% |
| 3Y | -95.4% | -46.5% | -48.9% | -95.0% |
| All | -95.4% | -46.4% | -49.0% | -95.0% |
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