-17.1%
TSLQ vs FRSH
+40.4%
-57.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | 0.0% |
| 7D | -8.0% | -9.6% | +1.6% | -9.1% |
| 30D | -23.8% | -0.4% | -23.4% | -24.1% |
| 3M | -7.0% | +27.2% | -34.2% | -9.4% |
| 6M | -17.1% | +42.2% | -59.3% | -11.6% |
| All | -17.1% | +40.4% | -57.5% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling