-97.2%
TSLQ vs FRSH
-4.9%
-92.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -0.9% |
| 7D | -6.6% | -6.6% | 0.0% | -9.9% |
| 30D | -24.3% | +2.1% | -26.4% | -22.7% |
| 3M | -3.6% | +29.0% | -32.6% | +11.7% |
| 6M | -12.0% | +48.6% | -60.6% | +10.6% |
| YTD | +1.4% | -2.9% | +4.3% | +2.0% |
| 1Y | -43.6% | -7.9% | -35.7% | -44.5% |
| 3Y | -95.4% | -46.5% | -48.9% | -95.4% |
| All | -97.2% | -4.9% | -92.3% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling