+84.4%
TSM vs FRSH
-3.3%
+87.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.7% | +7.6% | +2.4% |
| 7D | +2.7% | -8.2% | +10.9% | +1.9% |
| 30D | +3.6% | +10.5% | -6.9% | +4.7% |
| 3M | -3.4% | +32.7% | -36.1% | -0.8% |
| 6M | +20.6% | +50.3% | -29.7% | +25.1% |
| YTD | +41.9% | +3.9% | +38.0% | +51.1% |
| 1Y | +84.4% | -2.2% | +86.5% | +95.1% |
| All | +84.4% | -3.3% | +87.7% | +95.1% |
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