+304.0%
TSM vs FRSH
-72.5%
+376.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.0% | -6.6% | +7.6% | +2.1% |
| 30D | +1.0% | +2.1% | -1.2% | +0.3% |
| 3M | +2.9% | +29.0% | -26.1% | -2.3% |
| 6M | +22.8% | +48.6% | -25.8% | +13.1% |
| YTD | +43.3% | -2.9% | +46.2% | +41.5% |
| 1Y | +69.2% | -7.9% | +77.1% | +68.5% |
| 3Y | +404.5% | -46.5% | +451.0% | +440.0% |
| All | +304.0% | -72.5% | +376.5% | +299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling