-97.1%
TSLQ vs FRSH
-5.0%
-92.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.1% |
| 7D | +5.7% | -11.2% | +16.8% | -0.3% |
| 30D | -21.1% | -0.8% | -20.3% | -20.6% |
| 3M | -11.5% | +26.4% | -37.9% | +1.4% |
| 6M | -14.9% | +48.4% | -63.3% | +6.8% |
| YTD | +2.4% | -3.1% | +5.5% | +3.0% |
| 1Y | -49.8% | -8.7% | -41.1% | -50.9% |
| 3Y | -95.8% | -45.8% | -50.0% | -95.8% |
| All | -97.1% | -5.0% | -92.1% | -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 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